Forcing Java VM to connect through my proxy server

[WhatCannon?]

Hello, I'm running a Java application(The proxy server) that redirects connection attempts to localhost on a certain port to the actual server on the same port.
The client I'm trying to route through my proxy server does not allow me to change the IP it connects to, this is my problem, if anyone knows a way to force a Java application to connect through localhost, please share.

(The hosts file wouldn't work, because it would end up redirecting my proxy servers connection as well.)

[Ortzinator]

Java may use Windows' proxy settings but I'm just guessing. Control Panel > Internet Options > Connections > Lan Settings