Multiple private networks interconnection via internet
 

I am attempting to interconnect multiple lan's using private addressing over the internet. Each network has a single public ip address to connect to the internet. I have an application which runs in a distributed heterogeneous environment (Linux, Sun, ..) using unix sockets to communicate. The communication is bidirectional so the proxy server, VPN, or NAT server must maintain the connection information. I have multiple locations at which this application needs to run simultaneously and am having some difficulty with the appropriate network design and configuration. I am considering using the VPN technology, but do not want to invest much $$ in this experiment. Does anyone have suggestions? If you submit suggestion, please assist with configuration as well as I can use all the help I can get.

Thanks in advance.