about HTTP/SOCK4/SOCK5

I want to implement SOCK4/SOCK5/HTTP proxy functions in my program because my c/s program must communicate between some third-party proxy servers. I have found specification of these protocols but I still don't have good understanding about it.

Many programs have this function, so I guess is there any sample code about that. I know SOCK5 is different from SOCK4 because of the authentication part.

My platform is Windows NT. The program is written in C#, but any native sample code also will be useful, I can wrap it in a native dll and use interop technology to call it.

Any information will be helpful, thanks!

Well, you can always search for an exaple with google...
But I would also suggest you take a Sniffer and simply look at the SOCKS packets while you use a ready program with SOCKS 4/5 abillity.