At the moment AppNexus does not offer a hardware VPN solution. Until we have finished researching options, we suggest two free software solutions.
Openswan is an open source implementation of IPsec for Linux and a code fork of the FreeS/WAN project. Internet Protocol Security (IPsec) is a suite of protocols for authenticating and encrypting each IP packet of a data stream that operates at the Network Layer (OSI) / the Internet layer (TCP/IP). When connected on an IPsec VPN, the client computer is "virtually" a full member of the corporate network---able to see and potentially access the entire network.
OpenVPN is an open source SSL (Secure Sockets Layer) VPN solution. Unlike the more traditional IPsec VPN, an SSL VPN does not require the installation of specialized client software on end users' computers as it can be used with a standard web browser, and most web browsers have SSL capabilities built in. An SSL VPN employs public-and-private key encryption.