Use a VPN on Your Phone as an Internet Proxy Server?

[Alia J]

My phone's off for a while and I have access to my school's locked wifi. A classmate of mine was telling me that he was in the same predicanent but it doesn't really bother him because he can use the VPN on his ipod to get access to blocked apps (such as Twitter or Instagram). He showed me how to activate/connect his VPN on his ipod, and it's as easy as sliding it on. On my Android phone, it's not so simple, however. 
I'd like to know how to use my VPN client like that. I know it's possible, because that classmate did it right in front of my eyes. I googled VPNs and found out what it's generally used for, and hopefully I can figure out how to do that too. But for right now, I want to know if I can manipulate my school's Wi-Fi so that I can access the apps on my phone that are refused connection. Here's some info about my situation: 

1. I have no control over my school Wi-Fi service (of course)
2. I have the password to my school's Wi-Fi service
3. My phone is a Samsung Exhibit 2 4G

If I CAN'T do this, I'd just like to know how I can access blocked apps during school; using an open Wi-Fi connection and my VPN thing, maybe? 
Your mature, straightforward answers are appreciated.

[dim]

You need a VPN server to connect the client to.

[Lou]

Sign up for a VPN service like http://www.unspyable.com and they will set you up with full instructions on how to connect to their servers.