The following steps works fine in Ubuntu 8.04 Hardy. You should not have any problem in other versions.
Install required packets
First of all, we need to know which is the VPN infrastructure to connect. Depending on it, we’ll distinguish between 3 different cases:
A) – openVPN.
B) – Windows VPN
C) – Cisco VPN.
Once we certainly have this information, we can download the appropiate package:
A) – sudo apt-get install network-manager-openvpn
B) – sudo apt-get install network-manager-pptp
C) – sudo apt-get install network-manager-vpnc
If your distribution is not Ubuntu, try to search those packets in Synaptics, YaST or whatever.
After installing them, you should see a net icon in the status bar. Click on it and create a VPN connection. Introduce all the information provided to connect to your server and proceed as you would do in Windows.
When you have finished, click again in the net icon in the status bar and select your connection. The system will ask for your credentials. Type them and enter. Quite simple.
This is a useful link with a very simple tutorial including snapshots. In the examples it explains how to connect to a Cisco VPN, but the other cases are quite similar.
Here you can find information about packages to install and things like that.