this error message:
“You don't have permission to access /tunnel/SQLyogTunnel.php on this server”
is a typical apache error message when a server directive restricts some kind of access.
Server directives are typically found in the server configuration file (“httpd.conf”), a virtual host's configuration file or in a “.htaccess”-file.
It could be that the ISP has restricted execution of server-side scripts to certain directories.
Do you have a “htaccess”file that's under your control or is there a “control panel” available where you can configure things ?
Are you able to use other php.fies (just try rename any .htm or .html-file to php and try open it!). You could also try copying the SQLyogTunnel.php -file to the webroot. Also try running a simple php-file with a simple “echo” statement …