Here you will find how to setup L2TP/IPsec VPN protocol on iPhone/iPod. Setting up HeadVPN access under iPhone is simple. The following instructions go step-by-step through the creation process of a L2TP/IPsec VPN connection.
Go to the Settings (1)

Go to General (2)

Scroll down and select VPN (3)

Click on Add VPN Configuration then press on type to choose VPN protocol (4)

In opened sub-menu select L2TP

Select the L2TP VPN protocol at the top.
For Description add any name you want, for ex: VPN HeadVPN
In the Server field type the host name or IP address of a HeadVPN server you want to connect, for ex. uk1.headvpn.com (5)
For Account enter your HeadVPN username. (6)
For Password enter your VPN password. (7)
Secret: headvpn (8)
Enable “Send All Traffic”
Press Done

Now you can connect/disconnect to the VPN. (9)

To connect just go to Settings and enable/disable VPN (10)
You are DONE !

Enjoy HeadVPN service!