Use Putty as a game tunnel..possible?

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I'd like to create a tunnel to play net games with a buddy (Call of Duty,
C&C, Doom 3, etc). We both are on a NAT'ed private network (he,
me I am behind a Smoothwall f/w, he isnt. We've been playing
with the Smoothwall vpn option, but I almost became suicidal because of all
the options. Did I already mention that I am a vpn noob? So we dropped the
vpn thing and are looking for an alternative.
As in the past have managed to run a vnc session over putty I wondered if
it is possible to run these games over putty, creating a tunnel to my
f/w'ed net. What and how do I set this up? I have looked into the Putty
docs and it looks like it *should* be possible. But still being traumatized
by our previous vpn venture I'd thought asking here first.
Anyone already tried this before (probably in a slightly different setting,
but still).

Any info is most welcomed!

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