What is the best method for a single user to access a database on server 2008 R2

Previously on SBS 2003, we are now on Server 2008 (migrated)  now remote user cannot access files on server shared drive. My thought was to set up a VPN but not sure how, second thought was to install Remote Desktop Services But Role Install recommends against it.
jlspencerAsked:
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Old UserConnect With a Mentor Commented:
I don't see any reason not to do the same as long as you are careful with your firewall rules and lock the RDP access down to your remote user

Although VPN access is the prefered option as it is more secure
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Old UserCommented:
How did the remote user access the file when you used 2003

can you configure VPN to your Firewall/Router
If not RRAS on your 2008 server and control access with the dial in tab in AD

http://www.windowsecurity.com/articles/Configuring-Windows-Server-2008-Remote-Access-SSL-VPN-Server-Part2.html
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jlspencerAuthor Commented:
Previously connected with RDP on SBS 2003
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jlspencerAuthor Commented:
When are credentials exchanged in a RDP connection?
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Old UserCommented:
After the connection is established do not save credentials
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