The following guidelines have been sent to me by Javier Ruiz (thanks Javier!)
I'll make them slightly nicer looking when I get chance! ;)
--ech

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Instructions to get Steam and Counter-Strike/Other HL Mods to work with the 
Socks UDP/TCP tunnel.

1) Download ProxyCap (I'm using version 2.01).

2) Install proxycap and add the Socks5 server that you will create with the 
tunnel client to the list of proxy's in proxycap. Select Remote DNS option 
(ignore warning or error regarding this when closing the window).

3) Click on the rules option on the left and add the following applications 
to proxycap. Click on the new button and select specific application in the 
window that shows up. Browse for steam.exe in your steam folder and open 
that. Set the socks server from the proxy list as its assigned proxy.

4) Repeat process 3 and add every single hl.exe inside each game that is in 
your SteamApps\email\ folder. For example 
SteamApps\email\Counter-strike\cstrike\hl.exe. You have to do this for every 
other folder you have in the SteamApps\email folder (the half-life folder, 
day of defeat folder ect). Now click ok on the main window.

5)Run the tunnel server outside of the firewall. Run the client tunnel on 
your computer. Test the connection by adding Program Files\Internet 
Explorer\Iexplore.exe to the applications list in ProxyCap. Open up internet 
explorer, try to browse a site and see if the tunnel cmd process starts 
reporting activity. If this works your tunnel is working. Now remove 
Iexplore.exe from the applications list in ProxyCap.

6) Run steam. It may take serveral times of running it for the connection to 
work for steam. It will say it has no connection very often. Keep putting in 
the password and pressing enter if it asks you for it. It will work after 
several tries of running steam or trying to connect when putting in the 
password. When it goes in youll be able to play. If you have trouble 
connecting to a server, try adding "+connect 69.12.8.62:27015" or any server 
IP you want in there to the "Launch Options" in the properties of each game 
icon in steam. You will probably have troubles with the server browser but 
everything else should work fine. Your rates can be the normal rates you use 
as the tunnel handles the connection very well.
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