Putty
You can download Putty http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html
Go to Category --> Connection --> Proxy
Proxy type: SOCKS 5
Proxy hostname: 127.0.0.1
Port: 9050
Do DNS name lookup at proxy end: Yes.
It is important to set Yes to DNS name lookup at proxy end. If you don't set this to Yes, Putty will TheOnionRouter/TorFAQ#SOCKSAndDNS.
To finish save these settings. Go to Category --> Session. Select Default Settings and press Save button.