This script, and probably sshuttle itself works only on linux machines.
First, install sshutle.
sudo apt-get install sshuttle -y
OR
Use the respective package manager commands of your distro. Detailed instructions can be obtained on the sshuttle git repo.
Download the .sh file or clone this repo.
Add executable permissions to the script using
chmod +x msshuttle.sh
Run the script (sshuttle needs sudo permissions) by
./msshuttle.sh USERNAME
where USERNAME is the one you use to login via SSH on the cluster/machine.
Close the connection by Ctrl+C when done.
For a detailed guide look at this website.