The ultimate broadband router features guide: "VPN ENDPOINT
A VPN endpoint is a device or program that people running VPN Client software can connect to. A VPN endpoint is also called a VPN Server. Windows 2000 Server and the Server versions of XP have VPN servers that use the PPTP built in. Running a VPN endpoint would allow you to connect to your LAN from anywhere in the world securely.
VPN Endpoint Software If you plan to run VPN software, find out if your computer needs to be placed in the DMZ to run a VPN server. Most often, the answer is YES. Some routers don't support running a VPN endpoint at all.
VPN Endpoint in the router? A few routers exist that contain VPN endpoints right in the router itself. This is a VERY cool feature and will become more prevalent in 2002. In 2001, it is only present in some business class routers.
Why is having a VPN endpoint in your router cool? First off, none of your computers need to be exposed to the internet NOR do they have to run expensive VPN server software. If you and your friend want to connect your networks together across the internet, you would simply point your router VPN software at one another and BANG - you are connected to the same VIRTUAL PRIVATE NETWORK. Perfect for sharing files, playing games, etc etc..."