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How do i for maintain a permanent tunnel via ssh, between Windows/ Linux?

How do i for maintain a permanent tunnel via ssh, between Windows/ Linux?

My actual scenario:

Windows (putty)------SSH Tunnel over Internet-----Linux(mysql) ; when i disconnect Terminal Server sessions, connection drop.  

Thanks in advance
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Have you tried the Keep Alive setting? Not sure where it is in putty but it is an ssh option.
Commented:
Your programs are terminated when you log out. So you would have to run something like PuTTY's plink as a Windows service, which isn't that easy to set up manually. There are some wrapper apps out there, like http://nemesis2.qx.net/pages/MyEnTunnel