Paramiko can natively connect to ssh. You don't need the SOCKS library to connect to the ssh server. Additionally, when you try, the remote server refuses to connect because you don't authenticate.
The proper way to do this would be to connect with paramiko's sshClient:
import paramiko
ssh = paramiko.SSHClient()
ssh.connect('yourServer', username='you',
password='yay!')
And then, get the underlying transport:
trans = ssh.get_transport()
Finally, have the ssh client forward a tcp port with open channel:
trans.open_channel("forwarded-tcpip", dest_addr=('serverIP',8000), src_addr=('localhost'),8000))
This will cause any connections on port 8000 locally to be forwarded to port 8000 remotely across this ssh session.