How do you VPN via the internet?

I am trying to VPN to another user via the internet through a NAT on both ends. I have open the required ports on bothg ends.(I think, I am not sure if I have opened the right ports.) I have also tried using VNC which is like PC Anywhere. I know the ports it uses and therefor have opened the ports on both NAT’s and I still have not been able to get a connection. What am I doing wrong?