Add support for SOCKS proxies

This is still raw and experimental.
To connect through a SOCKS proxy, set ZMQ_SOCKS_PROXY socket option on
socket before issuing a connect call, e.g.:

    zmq_setsockopt (s, ZMQ_SOCKS_PROXY,
        "127.0.0.1:22222", strlen ("127.0.0.1:22222"));
    zmq_connect (s, "tcp://127.0.0.1:5555");

Known limitations:
- only SOCKS version 5 supported
- authentication not supported
- new option is still undocumented

src/options.hpp

@@ -114,6 +114,9 @@ namespace zmq
         // if true, router socket accepts non-zmq tcp connections
         bool raw_sock;
 
+        //  Addres of SOCKS proxy
+        std::string socks_proxy_address;
+
         //  TCP keep-alive settings.
         //  Defaults to -1 = do not change socket options
         int tcp_keepalive;