VMWare ESX and VPN appliance

I can setup and administer my VMWare ESX 3.5 boxes when local on my LAN but I need some help with this implementation, I need to have a single ESX host at a remote co-host location, they will give me a single public IP address, I like the idea of using a VPN appliance and have my eye on the arrowdot OpenVPN VM appliance, but I need this basic understanding, will I setup the ESX 3.5 host with the public IP address (open up SSH and other for remote admin) and then setup my VPN guest OS appliance and configure for VPN (which will then get me to my "internal" private subnet)  how is this type of VMWare implementation most often designed, I will have limited physical access to this box once put into production at the co-hostStart Free Trial