ProxyCap analogues

[Void Beast]

Has anyone ever tried using a program like ProxyCap for tunneling things 
like MSN Chat through tor?
I had some limited success with it, but ProxyCap seems to be buggy at 
best, and does things like make all internet applications unable to 
access the internet, even if they aren't in ProxyCap's rules.
Also, it isn't free, and I hate paying for software that doesn't work.

Just wanted to see if anyone else has tried this, and if so, with what 
program(s)?

VoidBeast