SSL protocol is a de facto standard to protect data transferred securely on the Internet. According to the SSL protocol, we design and implement a SSL based secure transmission system. It includes two parts: Client Secure Proxy(CSP) and Server Secure Gateway(SSG) through which a secure tunnel can be established between peers to protect sensitive data from being eavesdropped, altered and faked. This paper presents a detailed structure of this system and key techniques such as the implementation of handshake protocol, the negotiation of secret keys, the fragmentation and padding of record layer, session reuse etc. Our SSL Secure Proxy can establish an secure tunnel.