Here you will find how to setup PPTP 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 PPTP 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 PPTP

Select the PPTP VPN protocol at the top.
For Description add any name you want ex: HeadVPN UK1
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)
Encryption level let it “Auto”.
Enable “Send All Traffic”
Press Done

Once you’ll press Done you will be warned about VPN PPTP connection. Press Save

Now you can connect/disconnect to the VPN. (8)

To connect just go to Settings and enable/disable VPN (9)
You are DONE !

Enjoy HeadVPN service!