How do I setup a VPN?

I’m curious how to allow VPN connections to my network. I currently operate on Windows Server 2003. I have ran the wizard in Network Connections thus creating an “Incoming Connection”. What other items need to be established in order to set up the VPN?? I also have a D-Link DGL-4100 router that I should be able to get working once I get the MSFT stuff taken care of. I know this should be easy to do, but MSFT’s KB articles on this subject are scattered and lacking in critical information. THANKS!!!