When Vulnserver was originally released I did say at the time that I would release a tutorial that covers the process of bypassing DEP. That was of course just before I started in a new job and my blog posting regularity pretty much dropped off the cliff. Well the good news (for me, and for you too perhaps) is that now I dont have to write that tutorial, because someone else has already done it!
Check out the tutorial here. Ive only given it a quick skim so far, but based on what Ive seen it looks pretty good.
MSDN Blogs - MSDN Blogs
19 minutes ago