ok, if you don't want to use the virtual machine, download a program called Sockscap. With this you can specify your SOCKS in that and run the poker software through it and it is run using your SOCKS.
Alternatively, you can use poker sites that use no-download software, where its run as a Flash client within your browser. The only ones that do this at the moment are sites on the Prima network, some on the iPoker network and a few on the Everleaf Gaming network. Theres possibly more, but those are the ones i've used.
Ones on the Cake network need to be run in the virtual machine as they ban you by MAC address, and be careful with Bodog as they register your MAC address AND the physical name of your PC.
+1 if you find this helpful.