I was using a socks proxy to access websites blocked by my ISP, now it don't work any more in an strange way. Using the proxy is same as not using it! (i.e. I can access open sites but filtered sites are filtered even through proxy.)
I want to know what can case this?
And is there any way to make a secure tunnel other than ssh?
You can establish a secure tunnel using SSH, OpenVPN, or any other VPN service. Search this site for information on setting up a VPN.
Is it possible your ISP is blocking DNS access to those sites? If so, there are two steps you can consider:
Route DNS through the SOCKS proxy. You may need to configure your browser to do this. On Firefox, set the network.proxy.socks_remote_dns configuration setting -- but see How to secure Firefox traffic (+DNS) through SOCKS proxy under Ubuntu 10.04? for some information that may be relevant.
Manually configure your computer to use a DNS server of your choice, not the ISP's DNS server. You could use Google's DNS server (IP address 8.8.8.8) or OpenDNS. Note that this may work (e.g., if the ISP is filtering its DNS responses in its own DNS server), but it may also not work (e.g., if the ISP is using dynamic packet inspection to inspect and modify all DNS traffic regardless of destination).
If simple solutions don't immediately work, I'd seriously consider trying a VPN or Tor (either Torbundle or a LiveCD).
I don't recall the SOCKS protocol encrypting the traffic. SOCKS can authenticate users, to make sure the SOCKS proxy isn't being abused, but the connection and requests should all be in paintext. Assuming things haven't changed, the ISP could have simply implemented a solution to intercept SOCKS traffic and block filtered sites.
Regardless, there are plenty of methods to tunnel traffic including ssh, ipsec vpn, and sslvpn. As the other poster mentioned, Tor is another alternative.
One additional point to keep in mind is that some isp's block well-known vpn/secure-browsing providers.
