Proxy server - how?

I'm running Redhat 8.0
I'm playing at a game at hackerslab.org (very cool by the way).
I need to get a command line program (hping or hping2) to run, using a free proxy server (which, it doesn't matter really, I just need to learn how). So, the program itself doesn't have an option 'use proxy server', but this is Linux, so there has to be a way to do this
So, how do I do this?
Thanks!

I'm not really sure what you're asking. Do you want to get a proxy on your box? If so, Squid is probably the best because it is a very popular *nix proxy.

no, no, I just want to use hping2, yet instead of having it send packets directly to the target ip, having it first go through a proxy server...