A basic requirement for computational steering of Grid jobs and for other interactive applications is a reliable and secure connection to the Grid job. If the Grid job is submitted by a resource broker the target host may be unknown, placed in a private IP network, and/or protected by firewalls. This paper analyses possible Grid site configurations that affect the establishment of a communication channel and classifies different scenarios. Mechanisms to establish a secure Grid connection to the remote job are described for each scenario. Security issues for the user and the administrator are identified that arise from the different ways to establish a??connection. The implementation of the communication channel of RMOST (Result Monitoring and Online Steering Tool) is described. The throughput, response time, and the connection time are evaluated in dependence of the different scenario types and??security levels.