SSH is a method of connecting two computers securely. The protocol also supports tunneling of traffic inside the SSH connection. This enables us to setup a secure mini VPN in seconds. I run a SSH server on my router at home, which I use when I'm using internet connections I do not trust, or when I want to access devices behind my firewall.
user@client:~$ ssh server-D 1080
Bear in mind, that while all your traffic is now proxied, your DNS lookups are not.
If you are using Firefox, consider setting network.proxy.socks_remote_dns to true in about:config to force Firefox to send DNS lookups to the remote proxy.
If you are not using Firefox consider tunneling your DNS lookups, or look to a better VPN solution such as OpenVPN or PPTP over SSH.