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Lets say there is Machine A (Ubuntu) in Network A and Machine B in Network B. There is also Machine C (Windows 7) in Network B and I can access it through RDP from Machine A. What I need is to be able to reach Machine B from Machine A (i.e. can ping it, connect to arbitrary port, etc). How can I manage something like this?

PS: Network B is a dmz, i.e. I cannot directly access Machine B/C from the Internet, RDP is port-forwarded from dmz frontend server to Machine C.

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Theoretically it would be possible to write software to do this, using Remote Desktop Services virtual channels. However I have no idea whether any such software actually exists, and of course you'd need to be an administrator on machine C. –  Harry Johnston Aug 24 '12 at 5:07
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RDP from A into C. In the RDP session of C, access B (RDP/SSH/whatever).

Essentially, you're using C as a jump host.

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"stepping stone" is also a commonly used term for such a machine. I hear the term "jump host" only very rarely and I have been in the business for over 20 years. –  Tonny Aug 22 '12 at 9:03
    
Seems like this is not what I actually want. Let me explain on example. Lets say You want to ping Machine B. You suggest (as far as I've understood) to use rdp to connect to Machine C and use standard windows ping application preinstalled on Machine C. What I want is to be able to ping Machine B using linux version of ping application from Machine A. –  Eugeny Loy Aug 22 '12 at 11:56
    
@leo Well, if you can directly access B from A, then directly access B from A. If you can't, you need to use a jumphost (or stepping stone or whatever you call it), and that's about the size of it, unless you want to open up your DMZ so it can be directly accessed by machine A, on an internal subnet. Which, believe me, you don't want to do. The whole point of having a jump host is to allow access through VLANs that you don't want wide open. –  HopelessN00b Aug 23 '12 at 15:57
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@leo If the reason for wanting to use machine A rather than machine C is that it A is running Ubuntu, why don't you just install a virtual Ubuntu instance on machine C? –  Harry Johnston Aug 24 '12 at 5:11
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