Connecting to a VPN, then sharing connection - how?

In order to overcome GeoIP restrictions, I often use a VPN. Back on Windows 7, this is what I was able to do:

1. setup a VPN connection (by connecting to my VPN service)

2. then use "internet sharing" (Share this PC's connection) for that PC, using it as a gateway.

So my question is, can this be done with Bodhi?

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Connecting to a VPN is the first thing, how? What's the best VPN application for Bodhi?

Then, how do I set up my machine as gateway (so that all that connect through it) are masked?

Any help appreciated as always.