We have a Sonicwall TZ-170 router for the office and I use the Global VPN client to connect to the office. At home I have the D-Link DGL-4500 Xtreme N Gaming router. I have no issues making the VPN connection, however, the connection drops frequently. The time before dropping out varies. I have tried from both Windows XP Pro and Windows 7 Ultimate clients; same problem.
I'm fairly certain it is not the TZ-170 as I've VPN'd in from other locations and have uniterrupted VPN sessions. I also used to use a USR 8200 router at home and had no issue with VPN connections.
The DGL-4500 does state it supports VPN passthru, but I assume there must be some other settings or changes I need to make to the router???