Remote access for Vendor

I want to set up a way for a vendor to remote into my HVAC Server. Currently it is not on the network and they had been connecting through a modem. I do not want to put this machine on my network. Can anyone tell me some options? What would be the easiest and most secure way. We are a Financial institution and I would rather not open my network in any way.

We are running Windows XP Pro on this Machine.