SOCKS Proxies work at a deeper level compared to http proxies in that it involves a few steps more in establishing a connection with an external server as compared to http proxies. SOCKS proxies basically work by creating a tunnel with a firewall for the client and the servers to connect, with the external servers only being aware of the SOCKS proxies and not the client. This ensures that any information coming back will be verified and authenticated before being passed to the client’s machine.
Because actions are initiated essentially from the firewall end of the transaction, client information is safe from exposure. It’s basically like having a middle-man to conduct the connection for you. Security is therefore one of the defining features of using a SOCKS proxy.
There are currently 2 versions of SOCKS and these are the SOCKS V5 and SOCKS V4. Using SOCKS will require the client to have a machine that is capable of handling all the required aspects however, including compatible programs and operating systems, as well as server maintenance.