Is there any way for sending ICMP reguest with proxy (http proxy or Socks) ? if its possible please give me an example (by any language , perl , python , ...) . Thanks in Advance .
This is not possible. SOCKS4 (SOCKS5) only allows for encapsulation of TCP (& UDP). See below for further explanation.
ICMP is a part of the Internet Layer of the IP stack, which most closely corresponds to Layer 3 (the Network Layer) of the OSI model. SOCKS operates at layer 5 (the Session layer) of the OSI model, and probably sits near the top of the Transport Layer in the IP stack.
As such it cannot encapsulate lower layer information such as ICMP. You would have to use a protocol that emulates one of the protocols that is lower in the IP stack than ICMP. This includes IPSec, which allows you to send IP packets, and L2TP, which acts as though it inhabits the data link layer (Layer 2).
If you really need to be able to do this I'd recommend using the VPN features built in to windows to setup an L2TP VPN. More info on your use case would help us better answer your question.
The closest thing I've heard of is SAA - Service Assurance Agent: http://en.wikipedia.org/wiki/Service_Assurance_Agent