This assumes you already have your vpn and a security screen setup and working.
Go to the market and download a root capable data base (db) editor. I use SQLite Editor which is a paid app, but im sure there are free ones too.
Open the db editor. SQLite Editor sorts it by the app (in this case Android System) the data base is associated with, others may not work this way and may require you to navigate to the db file directly (/data/system/locksettings.db).
Open locksettings.db and select the locksettings directory. Look for the line that says "lockscreen.password_type". Under the value colum it will show some random number. Select the line and edit the value to be 0 (zero). Save if required by your db app, and restart your phone.
When it reboots you should no longer have a security lock screen only the swipe up screen. When you go to settings - more - vpn, it will still say you need to setup a security lock. Hit CANCEL, and it will show you your list of setup vpn's. Select one and connect. Boom working vpn with no pattern, pin, password screen required.
To undo this just go to settings - security - screenlock, and setup a new lock pattern, pin, or password.
You can also disable the swipe up lock screen by editing the "lockscreen.disabled" value in the locksettings.db to be a 1 instead of a 0.