Windows

1. Download PuTTY and open the program.
2. In the “Host Name” box, enter the address of your VPN.
3. In the menu tree to the left, unfold “SSH” and click on “Tunnels”
4. Enter 8080 as the port. Make sure both “Auto” and “Dynamic” are selected, then click “Add”
5. Click “Session” on the left menu to back to the main screen.
6. Type a name in the top box beneath “Saved Sessions”, then click “Save”
7. Click “Open” to connect to the server.
8. A PuTTY security alert window will open. Click “Yes”
9. Enter your server username and password and press ENTER.

Linux/MAC

ssh -ND 8080 user@your.server.com

Source: VPN Doesn’t Work: How to Setup and Use SSH Tunneling