How to setup VPN server?

Dear viewers,
I would like to establish a VPN service website just like www.findnot.com or www.strongvpn.com
As I know, I need Windows 2003 Hosting.
But my question is What is the main application I need to install on the Windows 2003, and How to enable this application to accept multi connections, for example 1000 Connections, and how to setup the VPN to be connected by client PPTP VPN, SSH Tunnel, and Socks5 Proxy.

Your quick reply appreciated highly.

Warm Regards