I received my eDGe earlier this week and am having fun learning all the cool features. However, the builtin VPN is a bust for me

I can't get PPTP working, which is odd since it's the easiest to setup and all my other devices connect fine. I then moved on to IPSec and didn't fare any better. Some Google searching revealed that Donut does NOT support Cisco IPSec (group based). I'm not sure if Android 2.1 fixes this. There are some 3rd party apps that some claim to work, but you have to root your device to use them (you need root privilege to create the tun device).