Linux

user@local: ssh -D 1080 <remote IP address>

Windows

Configure PuTTY

Connection -> SSH -> Tunnels:
    Port forwarding
        (X) Local ports accept connections from other hosts
        Source port: 1080
        Destination:
        ( ) Local   ( ) Remote  (X) Dynamic
        (X) Auto    ( ) IPv4    ( ) IPv6
        Add (button)

Connection -> Session
    Host name: remote_machine
    Port: 22

Firefox

Firefox -> Preferences -> Preferences -> Advanced (menu) -> Network (tab) ->
    -> Connection -> Settings (button)

    SOCKS Host: 127.0.0.1
    Port: 1080
    ( ) SOCKS v4    (X) SOCKS v5