If you have a server hooked up to the Internet with a high speed connection or have a dial in modem connection and use Windows 2003 Server it is a piece of cake... There is a wizard in 2003 server that does everything for you. It would be easier just to set up an ftp site... Provided you have a web server or a server with a site on it for example... Hope I have helped...I did this myself but the ftp was the simplest... Setting up a vpn on Xp pro is not recommended or feasible. If you gave more details it would be easier to explain how. If you have any questions feel free to contact me.
LATER:
SORRY it IS possible with XP, just a headache!! FTP stands for file transfer protocol. For an example you can see my site's ftp server at ftp://www.jar2.com. With ftp you can enable file permissions and login ins to allow read, write, and/or delete. An ftp site looks like an explorer window with icons for the files inside. My server is in Russia so it might take you a while to connect if you are on a dial up. My site is http://www.jar2.com in case you are interested. Hope I have been of service. Love to save people money when I can. You are paying too much and someone has access to all of your files as well. Cheers from Moscow.)))
Here's how:
How to configure Win 2000/XP Pro as VPN host
Prior to Windows 2000/XP Pro, you must add PPTP on NT 4.0 Server to establish VPN connections. With the release of Windows 2000/XP Pro, you have the ability to run a Windows 2000/XP Pro as a VPN host. However, Windows 2000/XP Pro enables only one VPN connection at a time and requires Internet Protocol (IP).
Before you start the VPN configuration, you should have a equipment (modem, T1, Frame Relay, ADSL, or cable modem) connecting to the Internet. Also make sure you have correct TCP/IP settings on the W2KXP.
To setup Win XP (in our case) Pro as VPN host, go to the Properties of My Network Places>Create a New Connections>Set up a Advanced Connection>Accept Incoming Connections. On the Devices for Incoming Connections dialog box, do not select any device, only click Next and check Allow Private Connections, and then click Next. On the Allowed Users dialog box, select or add all users for whom you want to enable access. The accounts have to exist on both computers that are involved in establishing the VPN connection. On the New Connection Wizard, File and Printer Sharing for Microsoft Networks, Internet Protocol (TCP/IP) and Client for Microsoft Networks should be listed as networking components. By default, Allow callers to access my local area network and Assign TCP/IP address automatically using DHCP are checked. If you would like to keep the default settings, click Next to continue. Now, the Incoming Connection icon should show on Incoming section under the Properties of My Network Places and is ready to use.
Hot to configure a W2K/XP as VPN client
To connect to a VPN server, you should have a dail-in modem or a dedicated connection to the Internet. To setup a XP client to access the VPN host, go to the Properties of My Network Places>Create a New Connections>Connect to the network at my workplace>Virtual Private Network connection. Type Computer that will be showed as connection name in VPN section, select Do not dial the initial connection and then type the VPN host IP. You have two options to create this connection for anyone or for yourself.
Summary
Virtual Private Networks (VPN) allow users working at home, on the road or at a branch office to connect in a secure manner to a remote corporate server using the public Internet. VPN server or host is a computer that accepts VPN connections from VPN clients. A VPN server or host can be a NT/W2K server or XP server. VPN client is a computer that initiates a VPN connection to a VPN server or host. A VPN client can be an individual computer running MS Windows NT version 4.0, Windows 2000, 9x. VPN clients can also be any non-Microsoft Point-to-Point Tunneling Protocol (PPTP) client or Layer Two Tunneling Protocol (L2TP) client using IPSec.
Basic VPN Requirement
User Permission. Enable a user to access the VPN. To do this, go to AD Users and Computers, select the user who need to access the VPN, click Dial-in. Check Allow access on the Remote Access Permission (Dial-in or VPN).
IP Configuration. The VPN server should have a static IP address and assign the arrange IP addresses to VPN clients. The VPN server must also be configured with DNS and WINS server addresses to assign to the VPN client during the connection.
Data Encryption. Data carried on the public network should be rendered unreadable to unauthorized clients on the network.
Protocol Support. The TCP/IP is common protocols used in the public network. The VPN also include IP, Internetwork Packet Exchange (IPX), NetBEUI and so on.
Firewall Ports. When you place a VPN server behind your firewall, be sure to enable IP protocol 47 (GRE) and TCP port 1723.
Two interfaces for VPN server. To configure a VPN server, your computer must have at least two interfaces, one connecting to the Internet and another connecting to the LAN.
One interface for VPN client. The interface can be a dial-in modem, or a dedicated connection to the Internet.
GOOD LUCK!!!
My answer isn't worth points?(((