Regarding Direct Internet Access

[cdarshan]

Hi,
I have a particular application which directly connects to the internet. I tried routing the application via squid but it doesnot seem to work. I am not able to control the internet access on the pc since it is directly connected on the internet. If possible I want the application to take feeds from internet and rest of the browsing via the browser can then be routed directly to proxy. How can this work??? Socks is an option but how to configure the same to work for a single application and the rest of the internet traffic to be routed via proxy http.