SOCKS 5 Proxys

I am behin a firewall and here's what I want to do:

I want to send UDP packets through port 80 to a SOCKS 5 Proxy, the SOCKS 5 Proxy will then send them to a server on a different port. I cannot send other than port 80. Is there a way I could do this? (I want to be able to play a net game from behind our school's firewall) What can I do... The App only supports SOCKS5 can I use some sort of Socks2HTTP

Well, it says I need a gateway and a proxy server. My current connection looks like this:

Me <-> Schools Proxy <-> NAT Firewall <-> Internet

I want it to look something a little more like:

Me <-> Schools Proxy <-> NAT <-> HTTP Proxy <-> Game Server

And I checked, Socks2HTTP says it does support UDP. I installed it and I can connect to it, but it says I need a gateway outside our proxy.