Configure skype proxy setting?

I would like to use Skype's proxy setting on Mac however when i click on "Change":

This just takes me to SystemPreferences -> Wifi -> Advanced -> Proxies...

What am i supposed to do to setup a proxy for skype? I wish to do this because others can resolve and attack me with booters very easily thanks to Skype.

I would like a non-application needed method. Please do not post links to apps which attempt to route the connections on a per-app basis. This shouldn't be impossible to do without them...