This may be useful for many reasons: bypass firewalls, create your own proxy-like connection, etc.
The requirements are to have (if you're Windows) PuTTY.exe and a server running the SSH Daemon with forwarding enabled (by default). If you're Linux you only need the server with the SSHD and forwarding.
Once you have downloaded your PuTTY.exe, open the command prompt and browse to the directory the executable resides in. Enter in this command:
putty -D 8080 -P 22 -ssh yourhost.com
Where it says -P 22, substitute it for your server's port and yourhost.com for your host URL (IPs are ok too).
"OK," you say, "I have this connection established... It looks like a normal SSH terminal." WRONG! It can now also accept forwarding of traffic on your machine's local port 8080. This can be used for anything, even other ssh connections! For example, in Firefox set up your SOCKS5 host to "localhost" and port "8080", this will tunnel the traffic through your SSH connection... encrypted.. Allowing many useful things.
Simple. Brief. And hopefully useful.