I'm trying to write a script that sets up a tunnel into a remote
system. Is there an easy way that I can pop up a dialog box to enter
the password so the user does not need to interact with a terminal?
I'd like to use zenity or something like that to display the dialog.

The login command looks like this:

ssh -C -g -L 3389:server:3389 user@remote-host.net.au