http://support.microsoft.com/kb/298804
"The following ports are associated with file sharing and server message block (SMB) communications:
Microsoft file sharing SMB:
User Datagram Protocol (UDP) ports from 135 through 139 and Transmission Control Protocol (TCP) ports from 135 through 139.
Direct-hosted SMB traffic without a network basic input/output system (NetBIOS): port 445 (TCP and UPD)."
Provjeri jesu portovi otvoreni na oba uređaja... inače s obzirom da se radi o VPN rješenju stvar bi morala raditi out of the box.