Ok, I've set FF 2.0 to "Manual Proxy Configuration". I even went into about:config and double-checked the value for the network.proxy.type key was correct. The proxy info tells FF to tunnel all its traffic through the SOCKS proxy that Putty sets up.

However, if I start up FF before connecting through putty or if the putty connection goes down, FF "helpfully" changes the proxy option to "Automatically Detect". This helps me nought. If my tunnel goes down, I want FF to fail to connect so that I know my traffic isn't being tunneled any more, which what I've told it to do, but it figures it knows better than I do.