Hi,
The answer to this quite involved, so the best thing I can do is to point you to two websites. One details setting up VPN for the 2000 client and the other details setting it up for the NT4 server.
Here is the client end...
http://www.admin.ias.edu/pc/vpn/vpnw2k.html
(remove spaces from the above URL)
...and dont be too concerned that its for setting up VPN to a uni. There are a few simple changes you'll need to make but I'm sure you'll know which ones...
And here are the instructions for the Server...
http://www.oucs.ox.ac.uk/network/vpn/microsoft/winnt/index.xml.ID=Installation-dc
(remove spaces from the above URL again)
This assumes setting up on a domain controller, but that shouldn't make too much difference if you're not. There's a link on the page to that saying pretty much the same thing.
If you have a firewall (as mentioned above) then you may need to look at opening the appropriate ports on it.
Hope this helps,
Cheers,
Tim.