I'm interested in any howto for setting up a VPN server - the ones I found online usually assume you want to VPN into a buisness network, not channel access to the internet.

For most things though, you can just use ssh, no setup on the server required. You just need putty, or another ssh client on your local computer.

Nice guide for putty here: http://www.bestvpnservice.com/blog/how-to-setup-putty-for-ss...

For command line ssh clients, things are much easier. Just go:

ssh yourhost.com -D 8080

and then set up firefox to use a 'socks proxy' at localhost:8080, like the firefox part of that putty guide.