VPN on a VPS Server

Hey, I am thinking about buying a VPS to use for a VPN and some other things. I remember that a while ago, there was a video about how Wendell set up a VPN on his VPS on Linode. I think it was part of The Tek. Can anyone link to me that video, or what software he used? Thanks!

I am interested in this also.

 

I hope google isn't illegal where you live.

 

http://yaui.me/how-to-set-up-openvpn-in-30-seconds-or-less/