If you wanna tunnel your traffic through your VPS you can easily do it using Sidestep. It's a great software to protect your traffic in unsecure Wifi connections.
I've found that Sidestep doesn't work in ethernet (cable) connections. This is how you can achieve the same effect (at least through Google Chrome).
Connect to your server
Open up the terminal and connect use the following command. This will open a SOCKET connection on the port 2001
ssh -D 2001 user@your-server-ip
Setup the proxy configuration
I'm using the following setup:
*.local, localhost, 127.0.0.1, 169.254/16, 192.168/16, 172.16.0.0/12, 10.0.0.0/8
Check your IP to verify your tunneling your traffic 😉