Remote connections and Proxy

I'm trying to connect to a remote database using a proxy. How would I do this using C++.

The proxy I'm using is WinProxy and the database I'm trying to connect to is on my web site.

I have a local copy of the database, but they need to be in sinc.

The ip address would be something like 60.255.255.24 the port would be something like 3127.

this is a too generic question. to give some generic answer:

- use a library
or
- use sockets.

I'm using Sockets.

Well what I'm doing is actually in Java. I figured if someone answered me in C++ I could adapt it. I've also asked this question in a Java Fourm but had no responce.

What I want to know is, with an FTP program, there's an area that says Firewall/Proxy which allows you to connect through a proxy.

My Database Connection String Is like this(fictional IP).

jdbc:mysql://60.255.255.21:3127/Database_db

If I use this from my computer, I get unreachable IP. If I try it on the computer that has a direct connection to the internet it's fine.

I connect through anothr computer with local IP of 10.0.0.1 on http port 6588. The rest of the ports are their usual ports IE. FTP 10.0.0.1:21 that sort of thing.

I don't need anything specific to Java or even C++. I just need to know how other programs do it. Syntex in any language would be great.