Any programs for directing a proxy to applications installed on Mac?

So I've used MacProxy on Mac OSX 10.7.5 this does not work, it simply crashes my computer whenever I launch an appliation.

I wanted to find an application, or a setting that will allow me to set authentication for certain applications, or all applications.

Since the application I need this for runs an updater which checks for updates, then launches a client. (Vendetta Online)

I am on my Universtiy wireless, which uses 802.1X via PEAP (MSCHAPv2).

Thanks in advance.