VPN Setup Linksys wrv54G - Router as Endpoint or VPN Server Behind Firewall?

I have a linksys wrv54G wireless router that I want to VPN into (or passed) via the internet.  I have read other forms that say that the wrv54G can act as the actual VPN server (setting up XP or 2003 behind it is not necessary) but I haven't seen information on how to set this up.  Is this possible?  Most instances where information was available had another router as the opposite endpoint (client) but I want to have Windows XP Professional clients connect via either the Microsoft VPN software included in Windows or use the QuickVPN software from Linksys.

If it is possible to connect multiple clients (3-5) to the router without having a VPN server listening on the other side of the firewall I would prefer this setup.  How would I go about doing this?

If those posts were a load of bollocks, what do I have to do to pass through the VPN router to an XP client?  When I put the XP machine as the DMZ I can connect to it perfectly, but as soon as I put it behind the firewall and forward what I believe are the proper ports (could be wrong) it gets to the "verifying user/password" and hangs up to eventually fail (error 721 or something).  This tells me that it is connecting partially, but can't quite make the "handshake" necessary to finish connecting.

The best solution would be to not have to have a VPN server behind the wrv54G if it can support client connections by itself if that is possible.  If that isn't possible (or just for my knowledge) I am interested in why (GRE or some other passthrough that isnt working) the VPN connects when server is DMZ but why it hangs when it isn't.

Thanks!