I have an older unrooted android phone, so I can't use the built in vpn.
FEAT VPN also worked for me. Since this thread doesn't include all the details necessary to get it running, I'm including a breakdown of what worked for me.
I emailed FEAT and asked them to send me the same configuration file. This is the text:
remote XYZ.yourhda.com 1194
client
dev tun
proto udp
resolv-retry infinite
nobind
persist-key
persist-tun
ca ca-cert.crt
cert AmahiHDAClient.crt
key AmahiHDAClient.key
comp-lzo
verb 3
auth-user-pass
Just put that into a text file (save it as a .ovpn) and replace "XYZ" with your unique name.
Then put these files into the same folder, so there are four files:
http://wiki.amahi.org/index.php/VPNLinux
Then zip the folder and put it into the root directory of your phone's SD card.
After that you can just follow FEAT's instructions. I used ES File Explorer. After FEAT is happily connected, go to the LAN section and create a server with your HDA's IP and login information, just like you were on your home WiFi connection.
ES even has a built in media streamer so you can listen to music on your HDA over your phone's data connection.
Well, that's all I've tested so far, but it all worked beautifully the first time.