Like most advances, wireless LAN poses both opportunities and risks. The evolution of wireless networking in recent years has raised many serious security issues. These security issues are of great concern for this technology as it is being subjected to numerous attacks. Because of the free-space radio transmission in wireless networks, eavesdropping becomes easy and consequently a security breach may result in unauthorized access, information theft, interference and service degradation. Virtual Private Networks (VPNs) have emerged as an important solution to security threats surrounding the use of public networks for private communications. While VPNs for wired line networks have matured in both research and commercial environments, the design and deployment of VPNs for WLAN is still an evolving field. This paper presents an approach to secure IEEE 802.11g WLAN using OpenVPN, a transport layer VPN solution and its impact on performance of IEEE 802.11g WLAN.