Well, VPN is old-school connection technology. For remote access you should be using the Remote Web Workplace, the experience is far greater, the speed is faster, and it's lighter use on your networks broadband available bandwidth.
However, there are still times when VPN is necessary. For example, the user doesn't have a client within the network, and there is a need to use a Line of Business application of some sort.
Well, if you're having trouble getting data to flow over your VPN connection, you might think about the low-level infrastructure. If your server network is 192.168.1.x, and your VPN client is also on a 192.168.1.x network, the traffic stays on the local network instead of sending it out to the VPN client. Make sure these two networks are different. This is primarily why SBS 2003 set itself up on 192.168.16.x, because this is different then most home networking routers (192.168.0.x and 192.168.1.x).
If your DHCP server is running on SBS 2003, you can change your network subnet simply by running the ChangeIP task from the Internet and Email tab in the console. Make sure if you have a router, that you change the IP address of the router to the new subnet of choice first! If DHCP is running on the router, you'll have a bit more configuration to do.