This might do it, although it seems to have far too much functionality:
It supports OpenVPN, which will do all you want and more.
Looks useful to play with for other things, thanks, even if OTT for this.
I was thinking about some of the embedded Linux devices, Tonido Plug, Guru Server, etc, although I'm not sure they'll do what I need (or if they will, then how to do it).
Mark - do you mean that OpenVPN is over the top, or ebox-platofrm? If you're happy with OpenVPN, then maybe just install Ubuntu on a Sheevaplug? Actually, looking at Tonido Plug I can see that the hardware is a Sheevaplug.
Richard