Problem: There's no option to run them natively under a proxy or configure it.
1 - Download tsocks ($sudo apt-get install tsocks)
2 - Proxify: ($sshpass -p password ssh account@IP -p port -D dynamic_port)
sshpass allows to pass a password into the interactive shell that ssh uses.
3 - Configure tsocks conf file.
### Begin file /etc/tsocks.conf
server = 127.0.0.1
# Server type defaults to 4 so we need to specify it as 5 for this one
server_type = 5
# The port defaults to 1080 but I've stated it here for clarity
server_port = dynamic_port
###End of file /etc/tsocks.conf
4 - Run any commands with tsocks as prefix.
E.g. $tsocks pidgin