Here is my GIFT to the XMG community!!!OK, I have finally managed to mine behind a firewall (i.e. NAT)
The problem is that your computer do not have an IP to connect with the server(the pool).
Here is my solution:
Go to your VPS and:
$ socat -d -d -d -d TCP4-LISTEN:xxxx,fork TCP4:xmg.suprnova.cc:7127
Edit-add: I am not sure if you need to su so the $ might be #, as my user has all the privileges of the root.
xxxx is the port you choose
Run socat under cygwin, and:
socat -d -d -d -d TCP4-LISTEN:80,fork TCP4:yourVPSip:xxxx
xxxx is the port you choose, the same above.
Run minerd with command line or batch file:
minerd -o stratum+tcp://yourVPSip:xxxx -u Username.worker -p yourpassword
Please note that the "-d -d -d -d" after the socat commands are for diagnostic purposes, so showing you what is happenning, i.e. you can completely remove them. I have just managed to run it, so some tunning might be necessary

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