Setting up a VPN Client on my NVX?

Hi,

I want to setup a VPN Client on my NVX so all its outbound internet traffic goes via a "hide my ip" host.

Most of my searching results in setting my the NVX as a VPN Server, however I want to config a client.

My "hide my ip" host supports:
OpenVPN
L2TP
SSTP
PPTP

Anyone got any tips or even better step-by-step guide?

I had a play with PPTP but the found problems with a lack of PPP?

Any help much appreciated.

Thanks
DannyBoy