VPN for Windows?

That depends. If your router has a built in VPN server, consult it's documentation.

If it doesn't then you're looking at a software VPN. There are a large number of options, but one of the simplest is OpenVPN. It has a lot of documentation (and an active mailing list for support), but the key point is that you'll need to forward one port (by default 1194) to the device running the VPN server. That device will always have to be switched on.

(I forgot to say, don't overlook services like GoToMyPC which allow you to remotely access a PC on your network. From there you could then browse your network devices as if you were sat at your home PC.)

There is an old, but still accurate article on running an OpenVPN server on Windows. Also worth reading is the official OpenVPN Documentation and the sample configuration files.

You'll end up with 2 configuration files (and a bunch of keys). On the client your configuration file will look something like:

client
dev tun
proto udp
remote myhost.example.net 1194
resolv-retry infinite
nobind
persist-key
persist-tun

ca my-ca.crt
cert client.crt
key client.key
ns-cert-type server
tls-auth my-ta.key 1
cipher aes-128-cbc

comp-lzo
verb 3

route-delay 2

and your server configuration file will look something like:

port 1194
proto udp
dev tun
ca my-ca.crt
cert server.crt
key server.key
dh dh1024.pem

server 10.8.0.0 255.255.255.0
ifconfig-pool-persist http://ipp.txt
push "redirect-gateway def1"
keepalive 10 120
tls-auth my-ta.key 0
cipher AES-128-CBC

comp-lzo
persist-key
persist-tun
status openvpn-status.log
verb 3

Change the entries in italics to suit your requirements and configuration. On the client you'll have the configuration file, a CA certificate (my-ca.crt), a client certificate and key (client.crt and client.key) and a TA key (my-ta.key). On the server you'll have the configuration file, a CA certificate (my-ca.crt), a server certificate and key (server.crt and server.key) and a TA key (my-ta.key).

If it doesn't work as expected then it's usually because the server either is still running it's firewall, or more likely because it hasn't been configured to forward traffic.

You may be tempted to run the VPN over TCP, however TCP over TCP can have significant performance issues and you'll be better off using UDP unless you know what you're doing.

Simple way to generate VPN Server and VPN Clients using Windows XP is described on http://www.onecomputerguy.com/networking/xp_vpn_server.htm I feel, it is the simplest way to set VPN Server.

and for VPN clients, you need to use "New connection wizard" from the same procedure above then select "Connect to the network at my workspace", give workspace name, use dynamic dns using "Free Dynamic DNS" and then Connect it using the username and password defined on VPN Server.