Firewalls

I am setting up a Windows 2000 server and want to setup the server to use RAS for VPN for a client. The firewall I am attempting to use is the Watchguard SOHO. Are there any particular settings that would prevent the SOHO for enabling a connection for the VPN for enabling it to let GRE packets through the firewall or is there an easier way cost effective to setting up a VPN not using the server as a RAS box?