I recently got a Galaxy Nexus to play with. What I hate is Android doesn't provide native proxy support, or OpenVPN support, because I'm in China.
First step: Root the device
I followed the instruction on GalaxyNexusRoot.com.
Next: Install openvpn
Install OpenVPN Installer on Android Market. Run the application and install openvpn and ifconfig and route to /system/xbin.
This step is important: making ifconfig and route in /system/xbin/bb, because openvpn will execute /system/xbin/bb/ifconfig to create tun0 interface, otherwise, the device will connect to the server without an interface to send packets.
Install SSHDroid on Android Market. SSH to the device and run
mkdir /system/xbin/bb ln -s /system/xbin/ifconfig /system/xbin/bb/ ln -s /system/xbin/route /system/xbin/bb/
If it says "Read-only file system". Run the following command first to make it read/write, and then run the above commands.
mount -o remount,rw -t ext4 /dev/block/platform/omap/omap_hsmmc.0/by-name/system /system
Update: a simplified version
mount -o remount,rw /system
Later, you can choose to make to readonly again by
mount -o remount,ro -t ext4 /dev/block/platform/omap/omap_hsmmc.0/by-name/system /system
Update: A simplified version:
mount -o remount,ro /system
The problem I met
Update: OpenVPN Installer 0.2.4 fixed the problem by providing the option with openvpn using /system/xbin/ifconfig and /system/xbin/route
At the beginning, I tried to connect using OpenVPN Settings but failed, but from logs by adb mixed with system logs, I couldn't find useful information. I didn't find the tun.ko on the device, and I searched and viewed a ton of pages and found nothing.
Though from TUN.ko Installer I saw Tun module is loaded, and Path to tun.ko is not found!, I thought there was some problem with the software that showing inconsistent information. I gave a last try to DroidVPN, and I succeeded to connect!
Before that, I even downloaded the source and was ready to compile tun.ko myself. The lesson is to try every possible way, a problem can be caused by any possible reason.