How can I set up a VPN connection on my Nexus One? I often check my mail at my office using the VPN connection which bridged my PC with the Microsoft Exchange Server and so that I can check mail using Outlook.

I want to do the same thing when I'm out of my office and on my Nexus One mobile phone. But I don't know how to set up a VPN connection like the way I do it on my PC.

Below is the screenshot of how I set up my VPN on my PC. Please share if you know a solution for me. All helps are welcome and very much appriciated!
I don't know about older versions of Android, but from my 2.1 version it is pretty straight-forward. From the Home screen go to Settings and tap "Wireless and Networks." Then "VPN Settings" and Add VPN and follow the prompts from there.