Suppose Client A connects though TCP/IP Sockets to Server B Is it possible to create a Proxy Like Server thing to do this:
Client A Connects to Proxy X ; And tried to authenticate to the server (sends authentication data) ; Proxy X receives those data and sends them to Server B and gets the response from the Server B and returns the result to client A
Is it possible? If it is any source code available?
You can do this with a SSH tunnel. There are various third party products that will do this for you. I would recommend against reimplementing it yourself.
Looks like you're describing SOCKS.
Mentalis.org has an implementation of a ProxySocket in C# and also a proxy server.
If you have control over the proxy, you can just change the authentication module used on proxy to authenticate against server B. You have to take care of some security problems to make sure both X and B are authentic. You can do this with mutual-authenticated SSL or signed messages.
This kind of authentication is used widely by ISPs. The protocol they normal use is RADIUS,
http://en.wikipedia.org/wiki/RADIUS
Most proxy servers have built-in auth modules for RADIUS.
DeleGate, for which the source is available, can set up a "relay" where all data is passed from an arbitrary port on the local machine to some arbitrary host:port. (See the "tcprelay" command in the docs).