How I can use my home connection as a SOCKS4 or SOCKS5 proxy of a MUD?

My friend recently started school, and school blocks mud play, so I wonder if this is possible for me to use my connection as an approximation by means of a program or something? How will be blocked? That makes no sense, so obviously must not know what we mean. I'm talking to my Internet connection at home as a tunnel for my friend connect through connecting to our MUD.

Be blocked in 5 minutes.

How will use the socks proxy with internet explorer