This guide is an updated/complete/generalized version of http://azure-openvpn.github.io/ for Linux users. The aim is to get an OpenVPN server up and connect to it from your local machine, thus getting your own "private" VPN server and on-demand fast VPN network access.
This is all important to know, period.
- VPN is a layer between your PC and the outside world
- VPN masks your PC from the outside world (it theoretically can't mask you from your ISP, though)