void connect(Socket socket, String host, int port, int timeout) throws IOExceptionInitiate a connection to the given host on the given port. Note that the caller is responsible for closing the socket in case this method throws.
socket- the socket to use to initiate the connection to the proxy.
host- the host to connect to.
port- the port to connect to.
timeout- the timeout in milliseconds.
IOException- in case an I/O error occurs.