I haven't seen this posted anywhere, and I thought it might be useful. I'm using eugene's SlideMR1v4, which doesn't have the tun module. I'm trying to get Cisco VPN connections working (using get-a-robot-vpnc), so I compiled this kernel module from the official android kernel (git://android.git.kernel.org/kernel/msm.git), using the android-msm-2.6.29 branch. The module compiled correctly, and it seems to insert into the kernel correctly. It gives me /dev/tun and /dev/net/tun devices. I haven't gotten vpnc to work completely; although it will connect to my Cisco VPN just fine, it doesn't seem to route packets. Anyway, this file might be useful to you guys, and if anyone has gotten Cisco VPN to work correctly on the mt3gs, let me know.
Edit [2010-07-29]: Updated the zip with a new build based off of the legend kernel source posted on HTC's web site. Supposedly it is the same as the one on stock Slide.