Calling all Winsock/Proxy Gurus !

How would one go about coding a small app that will try every port/ip out of a proxy to find a path that goes successfully through the proxy.

I am not trying to hack into a proxy.
At my work, we have our systems all on a proxy, and I need to be able to get all systems here to reach my static IP at home where I have a Chat server setup.

Naturally, this is a no-no with my IT team.

Are there any Winsock/Proxy Gurus out there that can enlighten me?

goto http://www.planet-source-code.com and select the visual basic page. Then just do a search for winsock. You'll get around 25 sample projects that deal with it. If I remember correctly there were a couple fully functional apps that do exactly what you're looking form.