How do I set up a VPN from home to office when my office is on a corporate LAN

I want to set up a network between my pc at home and the LAN at my office.  I am running windows xp pro at home, and windows 2000 pro at work.  The computer at work uses a proxy server to access the internet.  I have ran ipconfig /all and recieved half a dozen IP addresses, (ie. DHCP, DNS server, WINS server, IP address, default Gateway, ect.)  When I attempt to use the IP address of the machine at work, I recieve a message "unable to establish connection to the VPN".  Further I cannot even ping the computer using any of the ip addresses that are mentioned above.  How do I establish a connection through the internet which will connect to my office computer and then somehow connect to the LAN?  How do I find out the IP address to the server which runs the LAN?  If it is not one of the IP addresses shown when running ipconfig, then I guess I don't know what else to try.  

Is the IP address of the computer shown running ipconfig just the address on the LAN, and not actually a direct connection to the internet? If so, how do I work around this?

If there are other ways other than a VPN, please let me know.  I have tried to access the computer remotely, but that method also fails.  Any help would be great.   Thank You