Dynamic port forwarding with SSH (that is, ssh -D 8080 user@somehost) can be used to simulate a local socks proxy at localhost:8080 - search my posts for a similar one I put up just like 5 minutes ago about this

This is essentially the same as using Putty on Windows to do the SOCKS proxy thing - you just need openssh installed, as well as a terminal to run the command in.

Ryan