Because of the recent regulations to ban Youtube in my country, my HTC Desire phone became practically unusable since it couldn't reach Google's services. I have bought a VPN service but there was an inconvenience to use it, there was no shortcut to go to the VPN settings page.
After some wandering around the Android source, I have
found the "android.net.vpn" package, which is not published in
api docs.
Long story short, you can start VPN Settings activity with following code:
startActivity(new Intent("android.net.vpn.SETTINGS"));