I read in a Support Ticket that a proxy cannot be changed for socket containers. However, if you are interested in modifying the socket headers you can certainly do so. In the following example, I have changed the HTTP_X_FORWARDED_FOR header. For security reasons, this is a good header to change, since some recipients can determine if a client is simply switching to a different IP from within the same hosting server:
plugin command("SocketCommands.dll", "socket container") {
plugin command("SocketCommands.dll", "socket set header", "x-forwarded-for", "5.6.7.8")
plugin command("