Using Emacs 24.0.92 on MS Windows Vista
(emacs-20120122-r106910-bin-i386), procedure to reproduce the error on
Windows:

First, setup an socks proxy running at localhost and port 8080 (I'm
using putty). Then start emacs.

emacs -Q

Eval the following:

(setq socks-noproxy '("localhost"))
(setq socks-server '("mirkproxy" "localhost" 8080 5))
(require 'socks)
(setq erc-server-connect-function 'socks-open-network-stream)

Then try to connect to irc using ERC.

The output begins with:

Debugger entered--Lisp error: (error "Autoloading failed to define
function socks-original-open-network-stream")


In GNU Emacs 24.0.92.1 (i386-mingw-nt6.0.6002)
 of 2012-01-23 on MARVIN
Windowing system distributor `Microsoft Corp.', version 6.0.6002
configured using `configure --with-gcc (4.6) --no-opt --cflags -ID:/devel/emacs/libs/libXpm-3.5.8/include -ID:/devel/emacs/libs/libXpm-3.5.8/src -ID:/devel/emacs/libs/libpng-dev_1.4.3-1/include -ID:/devel/emacs/libs/zlib-dev_1.2.5-2/include -ID:/devel/emacs/libs/giflib-4.1.4-1/include -ID:/devel/emacs/libs/jpeg-6b-4/include -ID:/devel/emacs/libs/tiff-3.8.2-1/include -ID:/devel/emacs/libs/gnutls-3.0.9/include --ldflags -LD:/devel/emacs/libs/gnutls-3.0.9/lib'

Important settings:
  value of $LC_ALL: nil
  value of $LC_COLLATE: nil
  value of $LC_CTYPE: nil
  value of $LC_MESSAGES: nil
  value of $LC_MONETARY: nil
  value of $LC_NUMERIC: nil
  value of $LC_TIME: nil
  value of $LANG: SVE
  value of $XMODIFIERS: nil
  locale-coding-system: cp1252
  default enable-multibyte-characters: t

Major mode: Lisp Interaction

Minor modes in effect:
  erc-list-mode: t
  erc-menu-mode: t
  erc-autojoin-mode: t
  erc-ring-mode: t
  erc-networks-mode: t
  erc-pcomplete-mode: t
  erc-track-mode: t
  erc-track-minor-mode: t
  erc-match-mode: t
  erc-button-mode: t
  erc-fill-mode: t
  erc-stamp-mode: t
  erc-netsplit-mode: t
  erc-irccontrols-mode: t
  erc-noncommands-mode: t
  erc-move-to-prompt-mode: t
  erc-readonly-mode: t
  tooltip-mode: t
  mouse-wheel-mode: t
  tool-bar-mode: t
  menu-bar-mode: t
  file-name-shadow-mode: t
  global-font-lock-mode: t
  font-lock-mode: t
  auto-composition-mode: t
  auto-encryption-mode: t
  auto-compression-mode: t
  line-number-mode: t
  transient-mark-mode: t

Recent input:
<return> <up> <up> <backspace> <backspace> <backspace>
<backspace> <backspace> <backspace> <backspace> <backspace>
<backspace> <backspace> <backspace> <backspace> <backspace>
<backspace> <backspace> <backspace> <backspace> <backspace>
<backspace> <backspace> <backspace> <backspace> <backspace>
<backspace> <backspace> <backspace> M-x e r c <return>
<return> <return> <backspace> <backspace> <backspace>
<backspace> <backspace> <backspace> <backspace> p o
l <backspace> <backspace> <backspace> p o l y t u x
<return> <return> <up> <left> <left> <left> <left>
<left> <left> <left> <left> <left> <left> <left> <left>
<left> <left> <left> <left> <left> <left> <left> <left>
<left> <left> <left> <left> <left> M-x r e p o <tab>
r t - e m <tab> <tab> <return>

Recent messages:
("localhost")
("mirkproxy" "localhost" 8080 5)
socks
socks-open-network-stream
Quit
Connecting to spindeltax.net:123456...
socks-open-connection: Autoloading failed to define function socks-original-open-network-stream
Connecting to irc.freenode.net:6667...
socks-open-connection: Autoloading failed to define function socks-original-open-network-stream
Making completion list... [2 times]

Load-path shadows:
None found.

Features:
(shadow sort mail-extr message rfc822 mml mml-sec mm-decode mm-bodies
mm-encode mail-parse rfc2231 rfc2047 rfc2045 ietf-drums mailabbrev
mail-utils gmm-utils mailheader emacsbug network-stream auth-source
eieio byte-opt bytecomp byte-compile cconv macroexp assoc gnus-util
mm-util mail-prsvr password-cache starttls tls erc-menu erc-join
erc-ring erc-networks erc-pcomplete pcomplete comint regexp-opt ring
erc-track erc-match erc-button wid-edit erc-fill erc-stamp erc-netsplit
erc-goodies erc erc-backend erc-compat format-spec thingatpt pp socks
vc-git help-mode easymenu view time-date tooltip ediff-hook vc-hooks
lisp-float-type mwheel dos-w32 disp-table ls-lisp w32-win w32-vars
tool-bar dnd fontset image fringe lisp-mode register page menu-bar
rfn-eshadow timer select scroll-bar mouse jit-lock font-lock syntax
facemenu font-core frame cham georgian utf-8-lang misc-lang vietnamese
tibetan thai tai-viet lao korean japanese hebrew greek romanian slovak
czech european ethiopic indian cyrillic chinese case-table epa-hook
jka-cmpr-hook help simple abbrev minibuffer button faces cus-face files
text-properties overlay sha1 md5 base64 format env code-pages mule
custom widget hashtable-print-readable backquote make-network-process
multi-tty emacs)