What I do on my Unix box to tunnel is:

REMOTE_SERVER="server-to-reach.some.where";
SSH_HOST="server-with-ssh-access.some.where";
LOCAL_ADDR=127.0.0.2
LOCAL_PORT=80
REMOTE_PORT=80
USER="you-over-there"
sudo echo "$LOCAL_ADDR $REMOTE_SERVER" >> /etc/hosts   # Only once eve
+r
sudo ssh -A -L $LOCAL_ADDR:$LOCAL_PORT:$REMOTE_SERVER:$REMOTE_PORT $US
+ER@$SSH_HOST
[download]

And then I can just surf to $REMOTE_SERVER using my webbrowser (or wget) without having to do anything special. Note that the setup assumes you have access to the remote server from the machine you ssh to. (This can be the same machine, but doesn't have to).

I use several tunnels this way (using 127.0.0.2, 127.0.0.3, etc); some of them tunnelling through more than one host (using ProxyCommands in ~/.ssh/config)

I know you can use an almost similar setup from Windows - just don't ask me about the details.