[Galaxy S II Q&A, Help & Troubleshooting] manhattan212:
No, that's okay, don't get up. I'll get that.

A two part work around I found was:

PART I

Sharing the VPN Connection Over WiFi by Converting my Laptop into WiFi VPN Router. An article by BESTVPNSERVICE.COM

Using a Windows 7 machine with a Wi-Fi NIC

1) Click on your computers start button and in the search box type “cmd” and wait for it to appear on the menu.

2) After it appears, right click on it and select “Run As Administrator”.

3) When the Black Command Prompt Opens up, type the following command and press enter

4) netsh wlan show drivers

5) You will see something like the following image. If the ‘Hosted Network Supported’ (in the red square) say ‘Yes’, it means the driver is installed and if it says ‘No’, download the drivers.

6) Once it is made sure that you have the required driver, it’s time to set it up.

7) Type netsh wlan set hostednetwork mode=allow ssid=test key=password. Following Screen would appear. (Devices will detect network SSID as “test” change it to anything you want. Moreover, ‘key’ is your password which in this case is ‘password’, change it to whatever you want, I would suggest you to not to use numbers in password)

8 ) Then type, netsh wlan start hostednetwork. You will see the messages illustrated in the snap shot.

9) If you see the message that the ‘hosted network couldn’t be started’, then your WiFi driver is outdated, the best way to update the WiFi driver is Run you Windows Update or download the latest version from its official website.

10) Now that we have setup hosted network, we will make sure that it is shared on public Wi-Fi.

11) To do this, click on your Wi-Fi signal buttons on the bottom right hand corner of your screen.

12) Click on ‘Open Network and Sharing Center’.

13) Then click on Change adapter settings.

14) Click on the Connection that has description of ‘Your Created VPN Connection’ and right click on the Icon to go to its properties.

15) In Properties, go to ‘Sharing’ tab and check on ‘Allow Other Network User to connect through this computer…’

16) From the drop down menu of ‘Home Networking Connection’, Select the connection which had a description of ‘Microsoft Virtual WiFi Miniport Adapter’/’Virtula AP’ or it can be ‘Wireless Network Connection 2’ as in my case.

17) Check on the ‘Allow other network users to control or disable….’ Option as well.

18) Click ok and you are all set to go now.

19) Connect your VPN and ask your Friends or Colleague to discover your VPN enabled WiFi Connection.

20) Now, whenever you will restart your computer, your Shared WiFi connection will be disabled. You will have to reenter only the following command in the command prompt to enable it again.

netsh wlan start hostednetwork (or create a custom batch file for this, if you want to avoid reentering the command every time).

PART II

If the wi-fi direct on your phone isn't discovering your freshly created network,

you may need enable Ad Hoc connections for it.

For that I looked at an article here; but instead of Root Explorer is simply used ES Explorer:

Download this version of wpa_supplicant

Like I said, I used "ES Explorer"

•	use "ES Explorer" to mount /system/bin/ and make a backup of wpa_supplicant

•	rename the current one to wpa_supplicant.bak and copy the new wpa_supplicant to /system/bin

•	then we need to adjust the permissions on the file to:

ticked - All options in the read and execute columns; and write column owner row

unticked - write column & group row; write column & others row.

•	change /system/bin back to read only

•	disable and re-enable wireless

•	now your adhoc wireless network should be listed with the other wireless networks and you can connect.

After this two maneuvers, I was able to connect my phone to my laptop using my laptop's internet access and thus connecting to the VPN.

I find that the order of network activation matters.

What I mean is:

First connect to the internet (router, modem, or however that may be)

Then connect to the VPN

And then activate and connect to the hostednetwork.

I hope this helps someone, despite the fact that you have to be within wifi range of your windows machine. It's not quite the same as being on the streets and connecting to your VPN -but Android can't [consistently and reliably] connect to VPNs. And since no one replied to me here it stands to reason that no one knows how to get Android to connect to commercial VPN services (not even WiTopia's tech support).