hello,

I've installed gconf-editor and set the proxy variables with authentication and all, but I can't get the programs work through it... like some games. Do I have to do something else in order to programs use gconf variables?

I've tried redsocks and iptables following this manual but still programs can't go through http proxy. Any clue why this might not be working?

Also I edited the /etc/apt/apt.conf file, does this kind of proxy settings interfere with the others?

In windows you got proxycap and the like, but I'm despairing in linux.

Some help needed!

Edit

Also when trying to set system wide proxy on network settings->network proxy somehow it won't stay turned ON when I close the window, just after fresh install it seemed ok but now it's not.

OK, if some things work through the proxy and others don't, the problem probably isn't the proxy, it's how the other programs are accessing it (or failing to).
Can you give us a little more background on exactly what's happening on your machine?
Error messages, in particular, are helpful in diagnosing software problems on internet message boards....

right, I'll put two examples. First one is firefox: when set it to "use system proxy" it does work. Second is a mmorpg game, when set it to "use system proxy" it says: error: unable to resolve host at server... and can't connect.

I'll apreciate you tell me what else I should look for in order to know what's happening.

What kind of proxy server are you using?
Check that the game isn't trying to use the proxy server as a DNS reference, "unable to resolve host" sounds like a DNS error. Make sure you can ping the mmorpg server from inside the proxy network and then try replacing the name of the mmporg domain with the IP address of that domain. If that works, you've somehow got the mmorpg (what the heck is that, btw) looking at the Proxy server to resolve DNs to IP.
If the proxy server has a log, check that.
Start the mmorpg from a terminal like this
#/path/to/game 2> mmorpg.error >&1
and then look at the text file "mmorpg.error" in the directory from which you called the game.

it's a http proxy

when I do ping it says Destination Net Unreachable. I have no clue, what's wrong?

I've changed the hostmane with the server's IP but still can't connect to remote host, but if I can't ping to it then I can't connect anyways... Actually I'm not sure I've put the right IP I think I haven't found the correct one,

haha it stands for massive-multiplayer-online-role-playing-game, WoW (World of Warcraft) is one of those kind

sorry but I'm not sure how to check that log

You have internet access on the gaming machine and yet from the gaming machine you cannot ping the MMORG server?
Are you sure it's up? Can it be reached from other machines?