Well, I am in the process of creating a local tunnel connection between two of my web servers from MediaTemple (thanks Eric for the help btw), I stumbled across this cool Linux DIY that shows you how to create an SSH Tunnel between two linux computers and share the internet via proxy port number 2020.
This might be very useful if you happen to run a bunch of linux machines and run out of ethernet lines. (and you are not using WiFi)
To create a tunnel you need to check that ssh service is running on the computer that you want to connect. For Ubuntu or Debian based distribution