I'm betting you have the same problem as me.. no tunneling kernel module, or tun.ko.. This module is tied VERY intricately with the EXACT kernel you're using, so it needs to be specific to your phone/rom/kernel/etc.. I've been looking for a Samsung Intercept stock froyo tun.ko for about a month and half.. Lots of zip files out there claiming to be for an Intercept, but when you put them into /system/lib/modules and insmod them, they error out, and a dmesg shows something like "ARMv7 s/b ARMv6" or "ARMv6 preempt s/b ARMv6"... HTH
Dave