Putty is a free SSH client for Windows. And here’s a link to a How-To that shows you how to set up a tunnel as a system service:
“First of all, before I wanted to browse the web, I’d have to start the putty client and log into my ssh shell. I had to always keep the putty client open, so it would always be minimized to the taskbar, taking up precious space and often getting closed my mistake. Also, if I lost internet connection my ssh session would be aborted and I’d once again have to log in. There must be a better way. By running the ssh tunnel from a Windows Service it is now always running silently in the background. If my network connection is disturbed, it automatically reestablishes my ssh session.”
Read more here.
Source: Putty SSH Tunnel