Setting up VPN serverWarning: This guide is very out of date. Wi-Fi hotspots can sniff any unencrypted data and manipulate pages you open. VPN encrypts and tunnels all Internet traffic to a machine of your choice. It's quite important if you want to use Wi-Fi hotspots with iPhone, because owner of Wi-Fi hotspot can view all unencrypted traffic, and if Wi-Fi signal isn't encrypted, anyone can. OTOH