If you want to forward X to your computer, look into X forwarding and make sure that sshd is running on your remote lab machine, and that the ForwardX11 setting is set to Yes in /etc/ssh/sshd_conf.
However, if you only want to access HTTP through a proxy, there are better ways. One simple way that works "just like VPN" is as follows.
First install the tsocks package (temporary socks)
sudo apt-get install tsocks
/etc/tsocks.conf and make
server = 127.0.0.1
server_port = 3333
Now, open a terminal and type
ssh -ND 3333 your.server.address
Open another terminal (or ALT+F2) and run
Now, Firefox transmits all communication through to the SOCKS server on your computer that SSH created. This further gets tunneled to your lab server, where it goes to the web.
It works like a charm! Alas, chromium doesn't like tsocks, but hey, Firefox works.