The WAG54G does not have web VPN capability as standard.
You can only passthrough to a VPN Server of some kind.
Whether that is a PPTP Server or Something else is entirely up to you.
For the PPTP Server you could either use the built-in windows "Routing and Remote Access" if it's a windows 2003 server. Or "Incoming Connections" if it's windows XP or Vista/7 Professional/Ultimate.
My recommendation would be OpenVPN becuase it uses compression very well and seems to work better than just straight PPTP - it is also free!
http://openvpn.net/index.php/open-source/documentation/howto.html#installYou would need to make sure that you forward the correct ports for whatever you choose.
Alternatively - you could load some alternate firmware onto your router (be careful!).
I would say this is much neater because you don't have to worry about a PC being on.
It also makes setup of the router more difficult - and it's harder to manage.
Read the following articles about OpenWRT (alternate firmware for WAG54G).
http://www.openwrt.orghttp://wiki.openwrt.org/inbox/vpn.howto
