A vpn lets you redirect all your traffic to a server and use this server to connect to the internet. It has numerous advantages if you are behind a proxy or a firewall: it will let you hide your traffic, go to restricted websites and use disabled services (ssh, webdav, etc…).
One popular software used to to this is called openvpn. I have to admit that setting it up can be tedious but I came across a script (https://github.com/nicolargo/openvpnscripts/) that makes this task simple and effective.
Server side
su aptitude install git dos2unix
cd /tmp && git clone git://github.com/nicolargo/openvpnscripts.git && dos2unix openvpnscripts/install.sh && chmod +x openvpnscripts/install.sh && openvpnscripts/install.sh
Enter something for all the informations asked (choose 443 for the port to use and tcp for the protocol). For info, those informations do not have to be correct.
To create a new client:
ovcreateclient [client name]
.
Client side
Get the configuration files (using scp is probably the easiest way) from the server.
If the client is behind a proxy, you’ll have to add
proxy-http [nom du proxy] [numero de port] to your [name].conf
So startup the vpn connection type:
sudo openvpn [name]