VPN Hardware & Software Configuration

We currenly have 2 offices. Both have DSL from the same company. Both also have the same operating system (Windows NT). One office have to constantly dial up to the other via PC Anywhere. which is too time consuming.

I would like to set up a VPN, but do not know much about it.

What do I need to set up a VPN? If I purchased a LINKSYS (ethernet fast cable/dsl router with built in 4 port switch) for both offices. would I need to purchase any other software for this to work?

If so, what software do I need and around how much would this cost?

How do I configure the Router to create a VPN?

Thank you in advance.