There are some apps available to setup an SSH tunnel on OS X, but you can do it very easily in the terminal.
Just start a SOCKS web proxy using this SSH command:
$ ssh -D 8080 -C -N firstname.lastname@example.org -p 22
Once your proxy is running you must tell OS X to use this web proxy. Go to
Advanced. Open the
Proxies tab and select
Set the server:
127.0.0.1, set the port:
8080. Save and apply the settings, and everything should work!