I think that you can configure the
BEFVP41 as a VPN server. You would then connect to the VPN server by configuring a network connection to connect to it. You do this by going to "network connections", select "create a new connection" click "next" select "Connect to the network at my workplace" select "Virtual private network connection" click "next" after that enter a name for the connection under "Company name" click "next" enter the IP address of the other network, and then click "finish"
This is how to configure windows to connect to the VPN server that the router has. You would then have to configure the VPN server on the router to accept connections. I think that after that you would connect all the machines on both networks to the router. Like infinite said i dont think you would have to have a server on both ends. I also dont believe that XP or 2000 could be configured to be a VPN server. This is what i found out through some research so any part of it could be wrong. If all else fails contact microsoft and/or linksys support.