" I would like to admin this server trough VPN connection but i'm not in that domain" What do you mean by this? If i understand this a remote administartion; then you can connect to VPN and make an RDP Connection to Server to manage.
For non-domain Clients to work over VPN i would suggest you to use SSTP or PPTP VPN Services on SBS 2008 Server as it can work without being in Domain.
For SSTP:
http://www.c7solutions.com/blog/2009/03/configuring-sstp-vpn-on-small-business_31.aspx
For PPTP :
http://wintivity.wigital.net/blog/2009/03/08/setup-configure-small-business-server-2008-vpn/