I had a quick bash at this last year with OpenVPN, and couldn’t quite figure out what was going on, so last night logged a ticket with my windows hosting company to install the VPN modules to windows 2008 server and had a play this morning setting it up.
After following these great instructions step by step I had my iPad connecting via my new VPN but no internet access, after some playing around that centered around enabling NAT on the service everything works a treat now :), so browsing on public WiFi can now be done in confidence!.