I know this is probably a common question, but after looking around for a few hours (on this site and others), I can't find a solution.

I'm trying to set up a simple proxy. I already have a server running Windows Server 2008.

I've installed Cygwin and have OpenSSH installed. I also have sshd (the openssh daemon) running. Port 22 is forwarded correctly.

On my client side I have Putty on a Windows 7 machine. I can successfully open a connection to my server and log in to access the shell.

So what do I do next?

Do I just name the ports I want tunneled in Putty or do I need to tell my SSH server what to do with those ports?

Thanks for the help. Let me know if I left anything out.