The simplest case if you set up a VPN connection using the Network Manager inside one of your VMs. Setting up such a connection is really not Qubes specific and it is documented in Your operating system documentation. If you using the Qubes default Guest OS (Fedora): [Establishing a VPN Connection](http://docs.fedoraproject.org/en-US/Fedora/18/html/System_Administrators_Guide/sec-Establishing_a_VPN_Connection.html)
The simplest case is to set up a VPN connection using the Network Manager inside your NetVM. Because the NetworkManager already started you are ready to set up your VPN connection. However this has some disadvantages:
While the Network Manager is not started here (for a good reason), you can configure any kind of VPN client in your AppVM as well, however it is only suggested if you have to use a special VPN client.
**WARNING:** *Currently the NetworkManager is not working in ProxyVMs as expected. Actually it will mess up the routing table and because of that your packets may not be routed to the VPN tunnel. - This surely occurs if your VPN wants to be the default gateway.*
One of the best thing in Qubes that you can use a special type of VMs called ProxyVM (or FirewallVM). The special thing is that your AppVMs see this as a NetVM, and the NetVMs see it as an AppVM. Because of that You can place a ProxyVM between your AppVMs and Your NetVM. This is how the default firewall VM is working.
