If you use Skype and are unfortunate enough to sit behind a firewall (such as at work), but have some means to use a SOCKS proxy (such as if outgoing SSH is permitted through your firewall), then you have probably already set things up so you can reach some of your external services (like chat, IMAP for mail, etc) to use the SOCKS proxy. While the Interwebs are littered with various pages that discuss Skype settings for SOCKS, the sad truth (as confirmed from the horse’s mouth) is that Skype for Mac does not currently support SOCKS (either as a Skype Preference, or via the system wide proxy settings). You can join me in holding your breath and waiting… the Skype engineer I communicated with indicated that this is one of their top priorities. I should trust him on that, yes?
