BadTuxWall will help you to implement your own firewall on a Linux operating system using an efficient graphical user interface. It also allows you to generate iptables scripts, export them and share them with friends.
JavaTunnel is a java, free, tunneling program.
It can function in two ways: 1 It can open TCP/IP tunnel between two computers, using HTTP as a transport(not yet). 2 It can open a connection directly, witht he help of a SSL-HTTP proxy(avaible now).