For some reason, VPN is not available out-of-the-box in Ubuntu Jaunty.
System > Preferences > Network connections > VPN
the "add" button is not active.
Configuration lives in
/etc/NetworkManager/nm-system-settings.conf
Cisco VPN client:
sudo apt-get install network-manager-vpnc
Windows VPN client:
sudo apt-get install network-manager-gnome network-manager-pptp
see also
https://bugs.launchpad.net/ubuntu/+source/network-manager-openvpn/+bug/258185