Right now, when I want to use an unsecured wireless connection with my (Linux) laptop, I secure my connection using a variation of the method provided here.

However, to the best of my knowledge, the (non-jailbroken) iPad does not allow applications to tunnel traffic through local ports. However, it does seem to allow certain VPN traffic.

I have never set up, or even used, a VPN before. I'm looking for confirmation that I'm not barking up the wrong tree before I invest significant effort into setting up my own VPN server.

If I want to secure my wireless iPad traffic over an unsecure wireless connection, would I be on the right track by looking at a VPN?