How to set up a VPN connection with my iPhone?

Okay I think I finally get this if not then explain it to me. A VPN connection allows you to stay connected to your wireless router outside of the regular area right? If not please tell me how and if I can do that. I plan on using a friends Internet who live less than a mile away and his parents said it was okay as long as I didn't do anything bad.

Here is the tutorial read this it helps you http://www.bestvpnservice.com/blog/how-to-setup-vpn-on-iphone-4

Here you can check the tutorial

http://www.purevpn.com/config/iphone/

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