According to your comment, it looks like this is what you would like to achieve:
IE ---> proxy client ---> proxy server ---> Internet
(Where the proxy client and server use SSH to communicate.)
But how does FTP and file transfer fit into this solution? IE does not support uploading files over FTP or SFTP...
But let's look at the two custom parts more closely:
The "proxy server" - any capable third-party SSH server can be used here. We do provide an SSH server library as well, but it doesn't support tunneling yet (an essential part of the solution).
The "proxy client" - our SSH libraries can be used to forward traffic to/from the "proxy server" using an SSH channel. But in addition to this, you would also need to provide a protocol IE can use to communicate with the "proxy client" (which acts like a proxy server to the IE). SOCKS4/SOCKS5 protocols look like the best choice - IE supports them and they are quite simple.