Edit: Unfortunately, this thread was started in response to a specific question --sort of in the middle of a discussion.
The "How to and Advice on Using VPN with Puppy Linux the first time" thread viewtopic.php?t=4736 provides really good information about setting up OpenVPN using OscarTalks' Application and even the VPN provider of your choice.
And see the next post about OpenVPN
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Verify that your VPN is hooking you up correctly
jafadmin developed this, http://murga-linux.com/puppy/viewtopic. ... 33#1045733 and ETP recently packaged it as a pet for Fossapup64 at viewtopic.php?p=5224#p5224 from which it can be downloaded.
Seems to work fine under Bionicpup64. Worth trying under other Puppies.