Q. How do I connect to my VirtualPrivateNetwork from Mac OS X?

A. That depends on the type of VirtualPrivateNetwork server you have.

Cisco 3000, 5000 series - there is an OS X VPN client VPN Client User Guide for Linux, Solaris, and Mac OS X [You need a Cisco partner login to access this software, documentation access is free]
Microsoft - use DigiTunnel
Microsoft - Use the built in (10.2) Internet Connect VPN.
FreeS/WAN (which is used by a lot of devices, Linux and BSD) - use the built in VPN Stack in Jaguar. If you do not want to fiddle with the command line, use VPN Tracker: http://www.vpntracker.com/

This MacInTouch report may also be useful: http://www.macintouch.com/vpnnortel.html

Also, if you're running Jaguar and trying to connect to a Microsoft PPTP VPN, the connection is made through the Internet Connect app. Click File|New VPN Connection Window.