Even if you're using VPN, you've also got a local connection that the VPN runs on top of, Ynless you route all traffic through the VPN gateway, your fooling yoruself.I use a VPN app (from VPNfire.com) whenever I am on open wifi. It encrypts everything sent from the iPad, so things that happen automatically like iMessage, mail checking, app checking, etc. all are encrypted.
I don't allow routing through the VPN as it would eat all the main office bandwidth to relay everyone's Internet traffic through the main router.