I experimented with VPN on my TX about six months ago with a program called "Mergic VPN" it worked good over my WIFI connection and I would consider VPN an absolute necessity if you plan to use your TX on public hot spots WIFI connections. I didn't end up using my TX on any public hot spots and so I didn't register the VPN software and it's pass it trial period.
Their web site is http://www.mergic.com The software is $30 and probably will worth it, specially if you want to sync to a computer at home or work.
