Proxy alternative for 3G/4G mobile networks

When connecting my iphone 4 (IOS v 7.0.6) to wifi I am able to specify a proxy server to allow me to access geographic dependant websites which are beyond my current locality. However this feature is not available on mobile e.g. 3G, 4G networks.

I read somewhere that it might be possible to achieve similar access to geographic web servers via a VPN server. I tried setting up an incoming VPN service on my Windows 8.1 PC (with suitable port translation on the router), but so far have been unable to logon to it via the iphone for some reason. Furthermore if I do eventually crack the login issue I’m not sure if I need anything in addition to the VPN service on the PC e.g. a proxy service as well, and quite how I should configure the client side of things on the iphone. Does anyone have any suggestions or know of online tutorials explaining how to get around this problem so I can access geographic dependant sites via mobile networks?

Thanks,