proxy all the time -

I use a proxy server to connect to sites in the internet.
The proxy sends its IP to the hosts I request.
This is possible when I browse through the web or
use some internet services.

But this isn't even possible when I send an e-mail.
In Outlook Express or in MS Outlook there's no option
for that. I can't set a proxy for mail transfer.

Now I tried to connect via telnet...

<client>telnet smtp.server.com 25
<server> ready.
<client>HELO mydomain.com
<server>ok
<client>MAIL FROM: person@mydomain.com
<server>ok
<client>RCPT TO: person@mydomain.com
<server>ok
<client>DATA
<server>send data
<client>From: Me
<client>To: You
<client>Subject: No reason
<client>
<client>TESTMAIL
<client>.
<server>ok... mail sent
<client>QUIT
<server>bye!

After this I received a mail in my inbox and I saw the following:

In the header there was the host from which this mail has been
delivered: mydomain.com and then there was the IP address of
my own computer [myIP].

So now I want to use the proxy for that action so that the
proxy's IP is in the header.

Could this be done using the Winsock-Control or the Winsock API?

thx!