Setting up your own remote VPN server

While browsing around the web looking at web server hosting services I notice a lot of them mention in the 'feature list' that they support VPN. I would like to be able to setup my own VPN server on a remote service but I have no idea how to go about something like this let alone if it is even possible. If anyone can shed some light on the topic that would be greatly appreciated.

Second question (assuming the first part is doable), are you able to configure all the Private VPNs outgoing connections through a second VPN service (such as Xerobank)?

Thank you

 

You could always setup an ssh shell account on a server from a webhost. If you're not real techie-minded, there used to be a small Canadian company that offered a turnkey approach to this. They did all the installation, configured a branded PuTTY client they had and once you had your web space, they did the rest and, after changing your server password, you were ready to go. But I can't remember their name or anything else.

There's other ways, but I'll let somebody like Steve take it from here.

 

About the first question, just go to http://openvpn.net/, and start looking around. You will see it is quite easy to do.

About the second question, I do think it is possible, even if maybe it will require some time playing with OVPN. Anyways, why would you want to connect to a private VPN to then route everything to another VPN (xerobank)?

 

Markoman is right if you just want to do the same thing as any VPN provider. Just get a VPS account and install OpenVPN. Expect to pay at least $15-20 a month.