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Using ssh, I can use another computer as a proxy, for ex.

$ssh -D 9999 username@ip-address-of-ssh-server

Now, I can configure my application to use socks proxy on port 9999 at the above given up address.

If I own a web server, can i make a php script which also listens from connections on a particular port (preferably access provided through password)?

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up vote 2 down vote accepted

This isn't something that can really work over a HTTP connection. Most HTTP servers are made to serve short lived connections and a SOCKS proxy is going to need the connection to stay open.

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If your server has shell access, you can do this. However, SSH tunneling is not a great way to pass traffic, as it can cause issues with TCP windowing. If you are just looking for a secure proxy to get your data out, I'd look at VPN services instead of webhosting.

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