It's easy. You need something that does port forwarding (stunnel is best, if you can get it on your platform) to be run on the machine you're using, and the remote machine. So say you wanted to use Oracle's SQL*Net (port 66) from your work machine to your home machine, but the firewall only allowed outgoing connections on port 80 (http - WWW). You already have the server (Oracle listener) set up on your home machine, listening on port 66. You'd use stunnel to set up the tunnel like this:
Code:
+------------------------------------+
| Work                               |
|                                    |
| SQL*Net--66--stunnel--80-----------+--+
+------------------------------------+  |
                                        |
                                        |
                                  +----------+
                                  | Firewall |
                                  +----------+
                                        |
                                        |
 +-----------------------------------+  |
 | Home                              |  |
 |                                   |  |
 | Oracle Listener--66--stunnel--80--+--+
 +-----------------------------------+
(Note that you cannot run a web server on your home machine in this scenario, as stunnel is already running on port 80.)

All of the above is not specific to stunnel, you can use any port redirector you want. The below is specific to stunnel.

The commands you would run to set up the above tunnel are:
Code:
home:# stunnel -c -d localhost:80 -r localhost:66
work:# stunnel -c -d localhost:66 -r home.example.com:80
Enjoy!