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SOCKS is built in to OpenSSH, so it's a trivial matter to set up a local SOCKS proxy with the -D flag. For example:
$ ssh -D 12345 myuser@remote_ssh_server
will open up the port 12345 on your local machine as a SOCKS proxy so all your HTTP traffic can be specified to go through the SSH tunnel and out remote_ssh_server on the other end. Your proxy server is now set up.
Next, set up your browser to use the proxy server. Most browsers include proxy support. For Firefox 3, go to Edit→Preferences→Advanced→Network→Settings, and specify that you want to use a Manual Proxy, localhost, port 12345 and SOCKS v5 (although OpenSSH supports both versions 4 and 5).
Now your browser is using a secure tunnel to your remote SSH server.