Like most good things on the iPhone you have to jailbreak it to get missing functionality.
There is an OpenVPN client for iPhone which you can get here: http://www.guizmovpn.com/
Granted, you must jailbreak your phone to get this type of functionality which Apple frowns upon due to their draconian hold over YOUR device that YOU purchased.
Look at http://www.propalms.com/products/universalclient.php for a VPN client that supports access to office desktop and terminal servers (RDP based applications) on iOS/Android. support for web apps is also coming soon for iOS. Web apps are supported on android. Quite a cheap solution with enterprise grade VPN features comparable to Juniper/Cisco
I've posted the step-by-step to get a secure VPN connection between OS X and iOS here: <https://discussions.apple.com/message/20154777#20154777>. As far as I know, this is the only way to accomplish a secure VPN link between an iPad and a Mac.