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Companies like VyprVPN (https://www.goldenfrog.com/vyprvpn) and countless others give you a VPN to use as a secure tunnel to the wider internet in case you're on public WiFi and don't trust the network. This is different from a VPN that lets you access your network at your office or your house.

How can I set up this kind of VPN Proxy myself?

I have a low-power box I'd like to keep running at my house and be able to connect to it remotely to have a secure internet connection and route all traffic through it, but not access anything inside my house.

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You can get the type of VPN you're looking for by firewalling off the box you're using as a VPN endpoint to restrict it to accessing the Internet but not the rest of your network. For example, if you have a Linux-based router, you can use IPTables to DROP FORWARDed traffic from your VPN endpoint to the LAN, but allow to the Internet.

Edit: you could also implement the firewall rules on the machine itself.

As for the VPN itself, OpenVPN is my preferred VPN system. It's open source and isn't terribly broken like PPTP. https://openvpn.net/index.php/open-source/documentation/howto.html

Out of curiosity though--why are you trying to block LAN access anyway? Are you the only user on your VPN? Do you not trust yourself? Or are you planning on allowing multiple users to use this tunnel?

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  • Well, I thought it had to be either-or. Either you have a VPN that connects a client to a remote network, but the client's internet traffic doesn't go through the VPN. Or, the client's internet traffic all goes through a VPN tunnel and exists out of an endpoint that points to the internet, not to a local network.
    – John
    Commented Jul 14, 2016 at 13:55
  • You can configure OpenVPN (and probably other VPNs as well) to do either. OpenVPN creates a virtual network connection on the client machine that is either directly on a subnet extended through the tunnel or is on a separate routed subnet. In the first case, you have access to all your LAN resources and can access the Internet through your LAN router. In the second case, you have a separate subnet that you can control whether to route to the Internet, or the LAN, or both, or neither. (Although neither would be rather pointless...) The first is called a bridged connection; the second is routed.
    – supertanker13
    Commented Jul 15, 2016 at 17:46
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    Here are some resources if you're interested in OpenVPN: Bridged vs Routing. According to this page, OpenVPN recommends routed connections for most users, unless you need broadcasts (for video games or other auto-discovery apps). This gives you easier firewall control since you can just firewall the entire virtual interface at the VPN endpoint. The main issue with OpenVPN is it requires some networking know-how. So it may be a learning experience. :)
    – supertanker13
    Commented Jul 15, 2016 at 17:49
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i'd recommend a PPTP VPN, Simple to setup and will provide everything you listed above.

This links below shows how to fully set it up using

Windows 7

http://strongvpn.com/setup-windows-7-pptp.html

Mac OS

https://www.ibvpn.com/billing/knowledgebase/48/Set-up-the-PPTP-VPN-connection-on-Mac-OS.html

Linux Distros

https://www.photonvps.com/billing/knowledgebase.php?action=displayarticle&id=58

It is built into most OS so their won't be any issues in terms of working cross platform.

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  • PPTP is not secure...
    – John
    Commented Jul 7, 2016 at 15:41
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You can use your Linux server as a SOCKS5 proxy using SSH tunneling. It's safe enough and all the traffic will be encrypted using SSH v.2 protocol.

All you need is Putty on Windows, and not SSH server configuration needed.

Take a look here for examples of SSH tunnel configuration.

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