let me tell u a trick how to
make a VPN conection to unlock the sites without any software

Follow the steps.
for Windows XP
Click Start menu, Settings, Control Panel.
Choose Network and Internet Connections.
Click on "Create a connection to the network at your workplace".
Select Virtual Private Network connection (VPN). Click Next.
Enter company name "KongShare". Click Next.
Enter "vpn.kongshare.com" as "Host name or IP address". Click Next.
Select "My use only" if you want this connecion to apply only to your
user on the computer. Select "Anyone's use" if you want this connection
to apply to all users. Click Next.
Check "Add a shortcut to this connection to my desktop".
USer: anonymous
Password: anonymous
---------------------

for Windows Vista
Click Start menu and then Connect To.
Click on "Set up a connection or network".
Choose "Connect to a workplace" and then click Next.
Choose "Use my Internet connection (VPN)".
Type "vpn.kongshare.com" in the "Internet address" field.
Type "KongShare" in the "Destination name" field.
Check the alternative "Allow other people to use this connection" if you
want your service to be available for any user using this computer.
Click Next.
Fill in your username=anonymous and password=anonymous. NOTE! Leave the
"Domain" field empty.
Click Connect to finish the installaion and to test your connection.
You will no get a notification saying "You are connected". Click Close.
You are now connected to the service.
You will see a dialogue box saying "Select a location for the
'kongshare' network". Choose "Public location" for highest security
settings. Then click Close

Now u can open any site anywhere even if its blocked from ur country
server