ssh dynamic port forwarding: works but getting connection errors

I just discovered ssh dynamic port forwarding. I am using it with this
command:

ssh -D 800 <ip addr>

Then I set my web browser to use a socks server at localhost port 800.
It tunnels all my web traffic out through the box at <ip addr>. It
seems to work fine, but it is a little slow, and on the console of the
box I have ssh-ed into I keep seeing these messages:

channel 4: open failed: connect failed: Connection refused

and the channel number varies. I haven't yet been able to figure out
what the cause of this is, and the speed seems slower than I believe it
should be.

Anyone know what this is caused by or how I can further troubleshoot it?

Thanks.