Set up the tunnel with this command:
ssh -D 8123 -f -C -q -N sammy@example.com
Explanation of arguments
D: Tells SSH that we want a SOCKS tunnel on the specified port number (you can choose a number between 1025-65536)
f: Forks the process to the background
C: Compresses the data before sending it
q: Uses quiet mode
N: Tells SSH that no command will be sent once the tunnel is up