[rtmpdump] SOCKS support take 2

I was a little eager sending that previous patch, here's one which actually works.. I had to stop using Socks4a as I found out it doesn't work with SSH dynamic port forwarding, the main reason I wanted to use that was so DNS lookups could happen on the server, which helps for things like Akamai. (SOCKS 5 would be nice, but it's harder to write).