I want to send email via SMTP via proxy on visual studio. Is there any email sending library which would support proxy ?
You can try using starksoft proxy (it's free), but it contains several bugs so be careful: http://www.starksoft.com/prod_proxy.html
You may want to try Mail.dll email component it supports HTTP and SOCKS proxies.
Please note that I'm the author of Mail.dll and it's not free.
You can check out how to use proxies with Mail.dll here:
http://www.limilabs.com/blog/imap-pop3-smtp-via-http-socks-proxy