Help on VPN

I am working on a GPS/GPRS based vehicle tracking project wherein the vehicle unit transmits location co-ordinates, GMT and vehicle id through the GPRS network and it is received by the base station (PC with Win XP Pro SP2) connected to internet through a GPRS modem. We have a 2 way communication between the base station and vehicle units.

We would like to do away with the GPRS Modem at the base station and want that the base station be connected to the internet through a broadband connection and we be able to establish a 2 way communication between base station and  the vehicle units. We spoke to the manufacturer of the hardware and his reply was as follows:

If you plan to send data to the units from the PC/Server without a
local GPRS modem, then you need a VPN to be able to reach the
units - as the units have private IPs and it's a fact that you are not
able to route packets to private IPs.... unless you do tunnelling
through TCP/IP. We don't work with TCP/IP because of the speed
and cost - it will be 4x times more expensive than UDP.
 
Sending UDP requires a VPN and I have no more information or
detail than this. I learned it the hard way.

Can somebody help me as to how to achieve VPN and establish communication between base station and vehicle units without a GPRS modem at the base station?

Thanks

Shailendra Bansal