No VPN Set Up screen

[sbwasp100]

I have an mpman mp824 tablet (same as Coby Kyros MID8125), preloaded with Android 2.3.3. I want to use a VPN, but when I go to the Settings - Wireless and Networks screen, there is no VPN setup item as I would expect. I'm not an expert, but I assume this may be because a) the VPN applet is there somewhere, but has not started, or b) it is not there for some reason.

Can anyone help, plus is there a way I can overcome this? I have tried the supplier, but they are not replying

Thanks in advance for any advice.