For your VPN question, it's possible to put all your traffic through VPN connection. The setting of VPN connection is a little bit different on Mac.
First, you can create a VPN connection in "System Preference" -> "Network". Click the "+" button at the bottom of left panel. After creating a VPN successfully, you can choose how it will be used.
That setting is done by "Tool" button beside the "-" button at the bottom of the same panel.
In the drop-down menu, there should be an item called "Set Service Order...", click that.
In this setting, you can choose how traffic will go, Mac OS X will choose the connection to be used according to the order here. For example, if you drag your "VPN connection" higher than "Ethernet", all traffics including your ethernet traffics will go through your VPN...
As my experience, optimally, the connection should be used automatically, e.g. if I want to access some internal website, http://10.0.1.1, the VPN connection will be used, otherwise, something like http://www.google.com should use my WIFI or Ethernet.
However, Mac OS X has a bug regarding this in 10.5, not really sure it's fixed or not in 10.6. I have to put all my traffic through my VPN to make it work correctly, otherwise, VPN will NEVER be used.