• Download Plink.exe
  

Place the downloaded file anywhere on your hard-drive you wish.

• Now (this is the step that kept tripping me up), before HeidiSQL can use Plink to connect to your server, you must download the server’s public key to your computer. So, fire up your command-line, and browse to wherever you put the plink.exe file.

Type: plink.exe -L 3307:localhost:3306 [USERNAME]@[YOURSERVER.COM]

• If it worked, you’ll get a big long message that ends with “Store key in Cache? (y/n)”
  

Say “yes”, of course. Where does it put this key? That was a mystery to me too!

It turns out, when you say yes, Plink will put the key into your Windows Registry (at HKEY_CURRENT_USER\Software\SimonTatham\PuTTY\SshHostKeys).
Type your password, and then type “exit” to finish up this step.

• Fire up HeidiSQL. Create a new connection, and choose “SSH Tunnel” from the “Network Type” dropdown.
  

Inside the “Settings” tab, use “127.0.0.1″ for the hostname.
Then, enter your normal database username and password.
Yep, 127.0.0.1 is correct.
You enter the address as if you were logged-in to the server via SSH.

• Next, flip to the “SSH Tunnel” tab. Tell HeidiSQL where the plink.exe file is on your hard-drive, then put the actual IP address or DNS name for your database server. Use 22 (SSH) for the port.
• Enter your SSH username and password, and then choose “3307″ (or some other unused port) on your computer for the “Local Port”.

• |How to use SSH tunnels with HeidiSQL and plink