Once you have gotten used to SSH VPNs, the logical next step is probably to learn about a SOCKS Proxy, so that is where we are going now. SOCKS stands for Socket Secure, and is an internet protocol that routes packets between two machines (a client and a server) through a proxy server. SOCKS operates at layer 5 of the OSI model, and will not only carry TCP traffic, but can forward UDP traffic as well. The Wikipedia page on SOCKS may be of interest here for more details.