Using a proxy to connect game client

I travel often and the wireless at hotels often won't allow the game client to connect. Is there a way to configure a proxy client to allow my connection to connect? I currently have Polipo installed on my machine and can successfully use it for browsing, I also have Privoxy. I've tried looking around on the internet for a solution but it seems to be eluding me. And no, this isn't because I want to play while at work, as I have my own business and work from home lol (where I have NO trouble connecting, though hiding what I really do in my cave from my wife is a different story :P). Any help would be appreciated. Thanks