Turn an SSH server into a proxy?

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http://www.linuxquestions.org – I have access to a server via ssh. I'm allowed to install things in my userspace. Furthermore, I'm allowed to use the bandwidth. I paid for access to this server, so they're pretty much ok with me doing things with my space. They told me not to store over 20 GBs of data, and I've kept to that rule. Basically, I want to be able to turn it into a proxy. So, in a way, I want to redirect all of my traffic to that server. If I have a request, it goes to the server, and any replies come directly to my box. So, this would be a proxy, right? I only have SSH access, I think. Maybe I have some other forms of access, but I can't remember. How would I go about doing this? Here's what I have in mind: (my box) ----request---> (the server) ---> {internet} (my box) <----reply/incomingdata---- (the server) <---- {internet} How do I end up pulling this off? (HowTos)