I've just installed elementaryos-jupiter. (It's based on Ubuntu 10.10)
I've entered VPN Connections' menu (nm -> VPN Connections -> Configure VPN)
And there should be button "Add" -> it is, but it's disabled (I can't press on it)
I'm connecting via ethernet (LAN in a students' hostel) and we get internet via VPN connection (It worked for me in Ubuntu for a few years)
I've asked on IRC of elementaryos (there were few people) but they said that VPN is out-of-box, and it should work - they never met this.