I am building an app that enable user to download files a from ftp server. It must support proxy (http, sock, ..). But with Org.Mentalis.ProxySocket component I really don't know how to use it in my program. Does anyone can help me ?. Thanks very much in advance.

The ProxySocket implements [parts of] the SOCKS4/5 protocols. First of all, make sure you don't need BIND and ASSOCIATE commands. The class only implements the CONNECT command which is used to connect to a remote server through a SOCKS proxy. Also note that you'll have to write the HTTP proxy yourself, as this is not supported in the ProxySocket class.

As for how to use the ProxySocket, take a look at the documentation and at the file 'TestApp.cs'. TestApp is a small HTTP client that connects to a web server through a SOCKS proxy.