I use 'VShell' from www.vandyke.com
its been so good, and so little trouble I had difficulty even remember the name!
although its very odd when you ssh to a server and find a dos prompt staring back at you :@)
I use a free ssh/telnet client called 'putty' to make my tunnels from the client-side. Its also a good tool:
http://www.chiark.greenend.org.uk/~sgtatham/putty/Enjoy.