John Goulah provides instructions on Proxying Your iPad/iPhone Through OpenVPN:
It comes up often how to connect to our office openvpn network using an iPad or iPhone. On OSX its pretty simple, use Viscosity or Tunnelblick. But to my knowledge there is nothing like that for iDevices. However its possible to connect these using a SOCKS proxy. The SOCKS server lives on your laptop connected to the VPN, and the iPhone/iPad will be setup to connect through that. Obviously you should only do this on a secured wireless network and/or secure the SOCKS server so that only you have access. I wrote these notes a couple years ago and figured its worth sharing since it comes up once in a while.