What corkscrew does is allow you to tunnel ssh connections over a http proxy very easily. As far as admins of the http proxy can see this is encrypted traffic which is most likely anssl connection to a web server(the server you have sshed to), you could in theory ( :D ), create a socks proxy using an ssh tunnel that is corkscrewing over a http proxy. Then set your browser to use that socks proxy instead of the http proxy and thus encrypt all your traffic. I think you can use this with windows and cygwin tool but its probably easier to simply use putty as is has added support for this a while back.
This useful little command line app allows you to use the socks protocol with applications that may or may not support socks proxies and does not require you to have to configure all of your apps. So if you want to use the Opera web browser over a socks proxy, which it annoyingly doesn't support simply configure tsocks with your socks proxy and run "tsocks opera". Tsocks has pretty much worked with every command I could throw at it when I'm stuck behind an annoying proxy.
Another app to make life that little bit easier, if you're using a crap cheapo web hosting service(like I currently am), one way to make your life easier is to mount the ftp server locally and run all the commands you want to on it using curlftp, so you don't need that fancy expensive server with ssh access to run stuff, well unless you want to execute something on the server… which you probably will, like I really do, but i'll put up with this rather than paying triple what I am now for hosting. :D. But Curlftp seems to work just as well as others remote mounting such assshfs etc… I would recommend building from source, I was using Ubuntu and the repos version didn't work.