Socket Secure (SOCKS) is an Internet protocol that routes network packets between a client and server through a proxy server. SOCKS5 additionally provides authentication so only authorized users may access a server. Practically, a SOCKS server proxies TCP connections to an arbitrary IP address, and provides a means for UDP packets to be forwarded.
SOCKS performs at Layer 5 of the OSI model (the session layer, an intermediate layer between the presentation layer and the transport layer).
Read more about SOCKS here: http://en.wikipedia.org/wiki/SOCKS

Here are a few good webistes that list free SOCKS proxies along with relevant information to help you decide which to use: