OpenDNS setup is noted at http://www.opendns.com/support/article/17
But I don't see where a VPN would require this. Often you have folk exclaim "I want to VPN to my PC" which is a little funny since that's not what a VPN is. Here's what a VPN is -> http://searchenterprisewan.techtarget.com/definition/virtual-private-network
So take a little time and explore what you really wanted to do here. It's unclear at this point.
Bob
how do I get open dns on my computer, and how do I get the adress so I can set up vpns.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic