creating a vpn

I would like to setup a VPN on my computers but not sure how to do it. I have the instructions to set up the VPN from the client computer (home pc) but what do I have to do to the computer I want to connect to. Here is my scenario: I have a server with SBS 2003 and several winxp pro pc’s. Want to connect to my network resources from home. Do I need to set up something on my server to allow the acess from my home pc? If I want to connect to my workstation that is connected to my server what do I need to do to make that connection. I will assume I need to leave my workstation turned on in order to access it, my server on the other hand stays on all the time. Would prefer to not have to leave my workstation on. Any guidance is welcome. Thanks!