I want to share my internet connection on Windows 7 machine, but I want it to go through proxy (socks5) which I've setup using SSH tunneling.
I can work with it on my local machine, setting it in Fx network options, but I want it to be shared like that, through proxy.
There's no option of setting it like this on other machines.
Your SSH client should let you configure the local bound address for the port forward. It will usually be set to localhost (127.0.0.1), which restricts usage to the local machine. Let it bind all interfaces instead (try an empty value, or 0.0.0.0) to make it reacheable from other machines.
Then you just need to setup the correct address for the clients on other machines.
EDIT: Ok, misunderstood the question. By "there's no option of setting it like this on other machines", you mean you are not in position of changing settings on other machines.
Under linux, there is an iptables extension that can redirect random tcp traffic to a SOCKS proxy, crafted to preserve original destination information:
I have no idea if the equivalent exists for Windows 7. However, if it is possible for you, you could install a Linux virtual machine on your Win7 host, install redsocks on the VM, and then use Win7 routing to redirect traffic to the VM. The VM will translate it to SOCKS connections, and you'll have to route these trough the outside world
