I've got a cheap VPS running Linux under OpenVZ. It won't let me create TUN or TAP devices so the only other solution I could think of was to NAT it via a SOCKS server such as this one:
Which only supports SOCKS4 so isn't of any use.
I only intend to route certain address blocks through the tunnel.
Is there any solution to this problem or am I going to have to get a better VPS or patch transocks to support UDP?
Considering how much time that would take, I think I would just get a VPS with more "root".