I merged a couple of docs and solutions in SFDC to come up with a single doc explaining how to create tunnels in a NAT'd environment. It's something that can take a little time to absorb but I think well worth a read, including troubleshooting tips. The doc is attached to this post as well as under the Technical training folder in sfdc: https://na4.salesforce.com/01560000000ewEa
Can we get the correct url inserted into this document please?
Its been a retired link.
Please use the below sources.
Setting up a HUB environment with NAT
Nimsoft Probes: hub v8.0
How to create Tunnels between two hubs and Verify the communication using Queues