I have been using sshd to securely connect to my computer in the office. I setup cygwin‘s sshd on my windows machine, poked a hole on port 22 in the firewall and was ready to rock and roll.. On the client side I used putty to setup the tunnel using the -L option.. Here what the final setup looks like

app1 <-port1-> putty <-ssh port 22-> sshd <-port2-> app2