Hi.
Ok a socks server is a type of proxy.
Proxies take a request from one pc out onto the internet and get the data for that pc.
In order to get lists of proxies you have to use a port scanner to find those proxies, proxies normally reply to clients on a standard port.
So by testing the standard ports numbers for proxies such as 80 1080 and 8080 you could find an open proxy.
Read this:
http://en.wikipedia.org/wiki/SOCKS
it will explain the entire Socks protocol for you.