1. A method of managing a virtual private network (VPN) connection, comprising: receiving, by a processor of an electronic mobile device, a managed application from an application server during a first communication, the managed application being constructed to operate in accordance with a set of one or more policy files; receiving, by the processor, the set of one or more policy files from the application server during a second communication which is different than the first communication, the set of one or more policy files being stored on the electronic mobile device separately from the managed application; and running, by the processor, the managed application on the mobile device, the managed application operating in accordance with the set of one or more policy files, wherein one of the policy files defines a policy determining whether the managed application is permitted to create an application-specific VPN connection with an enterprise server, wherein said application specific VPN is available to the managed application, but is not usable by an unmanaged application executing on the electronic mobile device.