Tidal Pool Software has released MaxProxy 1.0
(http://www.tidalpool.ca/macproxy/) for Mac OS X 10.5 (“Leopard”).
The US$19.99 app provides system-wide network proxy support for the
Mac, including for applications without proxy support.

You can avoid proxy set-up for each app by enabling MacProxy; your
Mac’s network connections are forwarded to a proxy. MacProxy allows
you to surf the Internet from behind a LAN/firewall, tether your Mac
to a smartphone/iPhone (this requires a proxy server on your mobile
device, such as Tether), and navigate the Internet anonymously.

MacProxy provides an user interface via a menulet control and a
System Preference pane. You can enable/disable the proxy and switch
between multiple proxy servers. MacProxy requires an Intel-based Mac
running Mac OS X 10.5.7 or later. A fully functional, 30-day demo is
available for download.