Windows NT-Based VPN Setup
Windows NT Network Management: Reducing Total Cost of Ownership explains VPN server security, packet filtering, client setups, and other setup considerations.

Windows 98/ME PPTP VPN Client Setup
Step-by-step screenshots explain how to setup PPTP and a VPN client on Windows 98/ME.

Windows XP PPTP and VPN Client Setup
Step-by-step screenshots illustrate how to setup PPTP-based VPN clients on Windows XP.

VPN Setup - Troubleshooting PPTP Connectivity - Windows NT
Microsoft Support explains how to install configure, and troubleshoot VPN setup problems under PPTP and Windows NT.

Linux VPN Setup - HOWTO
Linux HOWTO shows how to setup a VPN using SSH and PPP. It covers VPN clients, servers, and general pitfalls in the process.