Question : Problem: PuTTY with Cygwin and SSH Tunnel

I've setup Cygwin on an WinXP server and configured my router to forward ports 22, 5500, 5800, and 5900. I've then configured PuTTY on a WinXP laptop to connect remotely. PuTTY works when using port 22, the key is downloaded and the login appears in the terminal box. However, when using port 5900 the terminal box opens but nothing else happens, ie no login request. This occurs with the server firewall on or off.

Do I need to add some more port cofigurations to Cygwin? I'm wanting to use ports 5500, 5800, and 5900 for TightVNC.

Answer : Problem: PuTTY with Cygwin and SSH Tunnel

Is 195.x.x.10 is the real IP of the server to which you are trying to connect?

I.e. the external IP is 195.x.x.10, but the internal IP is 172.16.10.10, you need to create the tunnels to the 172.16.10.10 and not to the external IP.
The reason it might not work as you have currently setup is because the remote router might be configured to deny access to internal resource accessing another internal resource by way of the external IP.  I.e. a packet existing the external interface can not comeback through the same interface intra/inter interface restriction on a cisco router for example.
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