Is there a normal program for tunneling through a proxy?

Question

tunneling

Internet from the provider - VPN connection, via HTTP proxy, port 3128. I
often use some of my utilities that do not have proxy settings, and therefore they cannot connect to the Internet.
Is there a normal program for tunneling through a proxy (like it's called)? To register a proxy server and port in it, and all my utilities could connect to the Internet.

Answer 1

openvpn