IE/Outlook Express 5 and SOCKS5

I have a Windows 98 machine connected to the internet through a SOCKS5 proxy on a Linux machine. I can’t get IE/Outlook Express 5 to work with the proxy. The proxy itself is working, because I have been able to get ICQ and AIM to work with it. The only thing I’ve tried is entering the proxy server info into Internet Options. Which computer do I need to work with, and what is it that I need to change to get this working?