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port monitoring and fowarding

I am stuck behind a firewall with the only ports open on the proxy being 3128 and 21 (for FTP). What I am contemplating, is writing an application to watch certain ports and forward those ports to 3128 so I can get out from behind the firewall.

For example, steam, the valve software requires the following ports open in order to connect:
UDP 1200
UDP 27000 to 27015 inclusive
TCP 27030 to 27039 inclusive

What I would like to do is monitor the traffic on those ports and forward it to the proxy server at port 3128. Steam is just an example, but a good example of a program that cannot be configured to work with a proxy server.

Any information is appreciated, not really looking for source code, but the theory behind doing this. Of course source code will also work as a reference to the design. I have done TCP programming before, but I am not sure how to monitor certain ports. It will be developed for both my Win32 and Linux boxes.

TIA

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georg74

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boodabelly

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The proxy is on the firewall here. I will search for through the open source projects and see what I can find. I do not know exactly how to make this work, or how this network is setup. Only way to find out is to start playing =). That is the information that I was looking for and luckily I have done quite a bit of Windows API programming, I will just have to look into the reference material for Linux.

Thank you for the answer.