Help VPN without wireless router?


I have been able to configure my vpn to connect without too much of an issue. The one thing I have not been able to determine is if there is a way I can get this connect when I am not at home by using my normal 3G connection? Granted I am sure in most places I can connect to a random wireless connection, but I want to avoid connecting to unknown networks. Also if anyone has any opinions on which rdp client to get feel free to drop that info in a response also. I have been searching, but not come up with anything directly relating to this issue. Thanks for any info that might be given.