Mac OS X comes with built-in Virtual Private Networking or VPN for short. However, configuration options are somewhat limited particularly when it comes to deciding which connections you wish to route through the VPN tunnel.
Here's an example: Your local network is 192.168.111.X and wires your beloved Mac (192.168.111.10) and a printer (192.168.111.20). You'd like to establish a VPN tunnel to a remote network 192.168.222.X. Once the VPN is established, all traffic for 192.168.222.X is routed through the secure VPN tunnel whereas all other traffic is routed as usual. Unfortunately, there is a remote server 192.168.223.223 you should work on, but you don't reach unless you configure VPN to "send all traffic over VPN connection". Then again, if you do that, you won't be able to print on your local printer anymore.
Enter VPN Router. This little tool lets you define a list of remote IP addresses to which all traffic should be routed through the VPN tunnel. Technically speaking: It adds static routes to your routing table as soon as you establish a VPN connection.