I don't really have an explanation on how to get the VPN to work because I don't really have much VPN experience, but I don't think that I would want to put my server in the DMZ because that will put it in the wide open. Even with a good firewall application I still wouldn't want to take that extra risk.
Im not sure if you tried Linksys' site yet but here is a search for "vpn setup" on the Answers page.
Im not sure if you tried Linksys' site yet but here is a search for "vpn setup" on the Answers page.