Sometime it is useful to setup a secure connection and here I share my simple method.
Suppose you have a secure server with no traffic limitation. In this case, you can setup a SOCK connection to this server by using Putty and the "Connection | SSH | Tunnels" menu. You will add a rule like the following: source port = 7070, destination = localhost: 7070, with dynamic option (see here for more details). Then, you have to setup your browser for using of this sock proxy (for instance firefox or internet explorer). Now all your web connections are secure and will be tunnelled trough the SOCK proxy. No one can listen to them. Well sort of..
Still DNS requests will go through your local DNS server and there is a risk that your traffic will be spoofed or that some name resolution requests will be filtered according to local policy. In order to avoid this situation, you may want to solve all the DNS requests from the other side of the sock tunnel. In firefox you can get this by using network.proxy.socks_remote_dns on. Don't forget to restart your secure browser.