I have been using sshuttle on my linux desktop for a long time to circumvent the restrictions of vietnamese ISPs. However I wonder if there's a similar easy to use software for windows? Something that can redirect all/selected traffic through a ssh tunnel?
Better yet - use PuTTY and just set it up through that. You don't need anything like ProxyCap, just point your browsers proxy setting for SOCKS to your loaclhost on whatever port you specified for your -D .
One IMPORTANT note on this. "Problem solved" isn't quite right. Whilst yes, your normal browser traffic http/s will go through the SSH tunnel there are still a couple of problems, one of which can be overcome by this method, one which cannot.
The GREAT thing about sshuttle is that it doesn't put TCP over TCP. Doing that is BAD which is why they don't do it. They mux all their traffic locally before sending through the SSH (TCP) tunnel and reassemble it at the other side (ssh server end). THIS is quite likely why the OP asked this question. I was searching for something with this capability when I found this post...
The SECOND thing to note is that unless you redirect all your DNS traffic from your browser through the tunnel you'll be "leaking" your DNS queries out over the net which will pretty much negate the purpose of your SSH tunnel in the first place.
Using Firefox for example in the URL field enter "about:config" without the "", accept the "I'll be careful" and then filter for "socks_remote_dns" then double click the entry to change it to "True". That's it, your browser DNS will now go through the specified proxy port too. Still doesn't solve the TCP over TCP problem though so you'll not get a good session experience.
More reading can be found on the tcp over tcp here: https://github.com/apenwarr/sshuttle
I believe the OP is asking for a way to tunnel all traffic not just ones that let you set proxy settings. The problem is that some programs do not let you specify proxy settings which is where sshuttle comes into play. sshuttle allows any program to go through your tunnel not just ones that you specify a proxy server.
You can run sshuttle on a virtual machine and the redirect the traffic to that vm. Check this out: