Socks are basically just a diferent type of Proxy. They are 100% Anon and work with most programs in a similar fashion. A Transparent Proxy is however as the name suggests Transparent. It is not Anon in the slightest, and in someway it informs the computer you are connecting to of what your IP is.
There is a little more reading available at:
http://www.digitalcybersoft.com/ProxyList/docs.shtml