Make a USB Boot ThinClient with VPN for any PC by using Ubuntu and VMware View Client

1. Install a Ubuntu on a USB according to official guideline
http://www.ubuntu.com/download/help/create-a-usb-stick-on-windows

2. Boot that USB on a PC that with Internet Connection

3. Open Terminal and Execute following commands

echo "deb http://archive.canonical.com/ubuntu/ quantal partner" >> /etc/apt/sources.list.d/canonical_partner.list

4. Open /etc/apt/source.list using vi or your favorite editor
Add  "universe" at the end of all source list.
Save it.

5. Execute the following command in Terminal

sudo apt-get update
sudo apt-get install network-manager-vpnc vmware-view-client
sudo apt-get remove ubiquity

6. Setup your VPN connection using network manager (Just the same menu where you connect WIFI)

7. Done.