"You're sitting in an airport or in a cafe, and people want your money for Internet access. They do allow ICMP traffic, though (i.e., you can ping machines on the Internet). Enters ICMPTX. (If you can't use ping, but you can issue name queries, use NSTX: IP-over-DNS.) There are several resources online to point you in the right direction, most notably Case of a wireless hack by Siim Pﾃﾂｵder. There is a similar, thoroughly undocument program called itun, a simple icmp tunnel that claims to do the same thing. Also, check out PingTunnel which is not IP-over-ICMP, but rather TCP-over-ICMP and, therefore, less useful."
Once you've followed these instructions, you basically have a remote proxy, providing you with access to the Internet. Communication between you and the remote proxy is over ICMP.