Every once and a while you run into these things: you just happen to find out something that doesn't show up in any documentation but is there nevertheless. Interestingly enough, neither Java 1.4.2 nor 1.5 networking properties documentation say anything about how to bypass the socks proxy if you have one configured (with socksProxyHost). The Java 1.5 proxy documentation doesn't mention anything about it either. Since specific protocol settings take precedence over socks configuration, the common way to go around this is with http.nonProxyHost if you happen to have one available. But the problem is what if you use some other protocol or you don't have an http proxy. At work, we run into this exact problem, and well, you know what, we just tried out (logical) socksNonProxyHost and it seems to work fine!
Some people report lag with opening connections when using this setting together with servers accessed both via the proxy and directly. I have no idea whether this works 1.4.2. Could it be it just experimental (i.e. so buggy) that Java folks intentionally didn't document it for 1.5 release? Anyone in the know?