连接/隧道到远程服务器以绕过防火墙

I want to try out some of the MySQL software, like Workbench, on the MySQL Db I develop on at work. After many failed attempts to make the connection, I finally asked one of the server admins if I was doing something wrong and was informed that the Db is behind firewall. So I can use phpMyAdmin, since it's installed server-side, but not Excel, Workbench, etc (from my machine).I want to try out some of the MySQL software, l