Sending all ports to a Proxy

[aalfabob]

In windows XP, would it be possible to make a program to grab all outgoing traffic on all of the ports and send it to a proxy to relay it to another host? And then to also have it relay incoming traffic through the proxy to you? Ive seen alot of programs that let you do single ports, but you also had to configure the programs sending the packets through the ports to allow this.

And if this is possible, are there any programs that are out there that can intercept the packets before they are transmitted and reroute them to the proxy?

Any help will be appreciated.