VPN

I have a dsl modem from a local phone company and a router. I got a static IP from this phone company but it wont let me terminal server,ftp or vpn. I can ping the address alright. I think that there is a port on the modem that has to turn on but the phone company say it is bridge unported modem. I am confused on which way to go.
I am running Windows 2000 server with trendware router and westell 516 Modem.
I have set many of these up for other companys and have never had this problem before
Thanks Very Much
Duane