попробуйте следующее:
private static final String PACKAGE_PREFIX =
VpnManager.class.getPackage().getName() + ".";
private static final String ACTION_VPN_SETTINGS =
PACKAGE_PREFIX + "SETTINGS";
Intent intent = new Intent(ACTION_VPN_SETTINGS);
intent.setFlags(Intent.FLAG_ACTIVITY_NEW_TASK);
mContext.startActivity(intent);