ftp://ftp-uxsup.csx.cam.ac.uk/pub/

$ plink -ssh -D 9090 <csid>@linux.pwf.cam.ac.uk

Then connect to socks proxy on port 9090 and local host.

UCS does a great job of explaining it here:

http://www.ucs.cam.ac.uk/support/unix-support/vpdn