Servlet Chainning is talking of one servlet to the other,that can be done by enabling the servlet chainning option in the file admin login at
java web server and specify all the servlets in the alias. this is basicaly done for formating the output and load balancing of servlet.
Servlet tunneling is one of the process for communication between
applet and servlet.this is usually done at byte level.
You can get the complete details of this at Java Server Programming by WROX publication.