If you really want to make it safe, I'd suggest using something with virtual networking (e.g. VMware) and configure a small VM to be your gateway. That way you can have a stripped down, firewalled configuration, with nearly no possibility that a local accident or compromise can evade your traffic policies. Otherwise, if your VPN drops, you run the risk that the system might just start sending traffic out over the public Internet (after all, it has to do so to connect to the VPN).