HOSTS! (Only going to bother with Windows)
C: \WINDOWS\system32\drivers\etc\hosts (tech savvy people will notice it turned *NIX at etc

)
You can add entries like this,
IP Hostname
e.g.
fake.com 123.123.123.123
Save the file and try to browse to fake.com: your web browser will think fake.com resolves to 123.123.123.123, overriding DNS.
So if a program uses a hostname when it connects to the internet, you can redirect that request to wherever you want via the hosts file.