If you are using Mac OS X and want to share the VPN connection to a device that doesn’t support VPNs? (TV/XBOX360/PS3) ?

This is how you do it with the built in internet connection sharing in Mac OS X:

In this setup i’m connected to the VPN with Wifi and I will be sharing the VPN on the LAN/Ethernet port.

1. Go to System Preferences and select Sharing.
   
2. Select Internet Sharing.
   
3. Select the VPN to share from the drop down list.
   
4. Select what interface to share the VPN to.
   
5. Select the tick box on the enable the sharing.
   
6. When the sharing is active the icon will become green and the status will change to: On.
   
7. Plug in your device to the LAN/Ethernet port of the computer and you are good to go.