The present invention provides a unique way of implementing the SOCKS protocol for establishing connections through a firewall. In general, instead of having a SOCKS server implemented entirely in the firewall, SOCKS servers are implemented on both a server and a client, which are configured to communicate with each other through the firewall. The SOCKS servers on the server and client allow multiple objects on both the server and the client to communicate with each other through a single port through the firewall, wherein the SOCKS servers on the server and the client cooperate with each other and their respective objects to allow the objects to establish the connections.