Has anyone tried HTTPort? It can be found at
http://www.httport.com/.
I got WinMX to work because it has SOCKS4 support, which HTTPort allows. Unfortunately, Kazaa will not work because it can only use SOCKS5. And I can't get most of the Gnutella clients to work because they do not have proxy support. HTTPort does allow you to map local ports to the actual ports outside and tunneling the requests through your firewall/proxy.
Try it and post results here please! Thanks.