How do I make programs think there is no proxy?

Our school internet runs through a proxy server where you have to set the proxy address for it to access the internet, and authenticate with a username and password each time.

However, for my computer science project, I am running different bits of software that need to connect to the internet, but you can’t specify proxy settings for their connection.

I have tried setting the proxy settings in Internet Settings in control panel, but it hasn’t helped.

Are there any programs or some way that I can make the computer think that it’s running a direct connection to the internet?

Fast help would be appreciated, I’m running out of time for working on this project.