How do I set up VPN?

I have a small LAN in my home using one server and two workstations. I’m running windows 2000 advanced server(on the server side) with Win XP Pro and Win 2000 Pro on the workstations. I connect to the internet through a D-Link DI-704P residential gateway(router) which is connected to a cable modem. So far so good – my little network is up and running, but I don’t know anything about VPN. Can anyone helpme set this up? Thanks in advance.