I had a MySQL instance on a remote server that had only local access. I wanted to connect to that database via my local copy of CocoaMysql. Using ssh portforwarding you can do it like this:
ssh -N -L <port_number>:127.0.0.1:3306 remote_machine
so you can now open CocoaMysql and connect to localhost, bla, bla but if you use the <port_number> assigned above you should see your remote database.