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Imagine that you're nestled deep inside a protective firewall. Somewhere in the outside world is a server that you'd like access to, but only processes on the firewall can reach it. You don't want to login to the firewall machine each time to access that service.
For example, this might arise if your company's ISP provides a news-reading service that seems to come from your main firewall machine, but rejects any NNTP connections from any other address. As the administrator of the firewall, you don't want dozens of people logging on to it, but you would like to let them read and post news from their own workstations.