This guide only works for games / applictions which are able to use a socks 4/5 proxy (most modern applications support these kind of proxies). This guide is written for FireFox, but will work for most other applications (with slight differences).
This step is optional. Incase you are behind a proxy, open up the Servers form, click the Normal servers tab and finally press the Proxy settings button. Enter your proxy information here.
Go to Tools --> Options.
Go to Advanced then go to the tab Network and click Settings
Select Manual proxy configuration, enter 127.0.0.1 in the Socks Host field. Enter 7065 as port number. Press Ok and you're tunneling!