[JoeBracken]

I've got a similar setup using SSH Tunnel Manager to tunnel to a co-located Linux machine running squid proxy. All my applications used the proxy connection via the tunnel (browsers, IM clients, etc.).

Took some initial configuration time to get things setup but now its just one click in the SSH Tunnel Manager widget to get things going anytime I'm working remote.

VPN may be easier but an SSH tunnel gets it done.

[_b8r0]

You don't need to run squid to use an SSH tunnel as a proxy. If you set up a dynamic tunnel (not sure how to do this in SSH Tunnel Manager but it's fairly straightforward in putty) you point your clients at the local side and use it as a SOCKS proxy.