Using A Proxy In Mac OS X With SSH

First off, you'll need to have a server available to use as your Socks Proxy. If you have Mac OS X at home, you can just enable remote login, or if you use Ubuntu, just do "apt-get install openssh-server" in the command line.
Once done, you'll want to install SSH Tunnel Manager on Mac OS X. You can download it here.
Open up SSH Tunnel Manager and click on the configuration button so you can manage your connections.

Enter in all the required fields for SSH authentication and click on the "Options.." button.
Check the "Enable SOCKS4 proxy"
Here is an example
Once all that is done, get out of the configuration window and click the play button on the connection you just made
The hardest part is done now. You just need to tell Mac OS X to use it.

Type "Command + ," get into the Firefox preferences
Click the Advanced button
Then select the "Network" tab
Select the "Manual proxy configuration:" radio button
In the "SOCKS Host:" section enter "localhost" and enter the port number you entered in the configuration. Here we enter "9999" for the port number.
Example screenshot
Click okay and now everything in Firefox should be using the proxy server. A simple way to test that it is working correctly is if your server is in a different location than where you are located. Then you can find a website that uses geo positioning to find out where it thinks you are located. It should think you are browsing from where your proxy server is located. I just use speed test since my server is far away from where I am located.