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Secure external connection to SQL Server (from third party software)

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http://serverfault.com – I have a SQL Express 2008 R2 server running on a server in an internal lan network. A few databases are used by some third party software to store data. A SQL-Server user is used by this application to connect to the database. Now I need to access this database using a local installation of the software from an external pc. In this particular case a VPN connection is not the solution I am looking for. I have access to an external linux server, so I tried ssh tunneling from the windows server to the linux server and use the external pc to tunnel it back from the linux server to the client, but (HowTos)