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First of all, sorry my lousy english.
How can one setup a VPN LAN-to-LAN using only software?

On one side I have a Server 2003 R2, on the other ends, simple XP and W7 machines.
I have my software and SQL DB on the 1st server, and clients connect to it via Remote Desktop (fixed ip).
So far, so good...
However, clients now have a new device (access control terminal) and the software is installed on the server. The device itself can't be set up via it's own means.
The application sends a broadcast, detects the device and registers that device as a new access control point.
Also, the software must read the fingerprints from those terminals, so, a temporary connection is enough (no need to have routers with VPN capabilities).
From this point, all the comunications are done via FTP (using one machine at the client site), so, it's not a requirement to the VPN to be always online.
That's why my first question was about using only software.
I could use some laptop, with the same software and DB, go to all client sites, register the terminal and export the data to the main server, however, this leaves me again without communication when in need to register new people.

Will something like this be the best choice?

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OpenVPN in bridging-Mode (aka tap) can accomplish that quite easily.

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I'm trying that, I can't figure it out why is not working. Connection is made, but I can't ping from each side. – Filipe YaBa Polido Sep 4 '12 at 14:17
@FilipeYaBaPolido: We are running Windows-to-Linux-VLAN-Bridges successfully. What is wireshark saying? Did you bridge the tap-devices with the Ethernet nics? – Michuelnik Sep 4 '12 at 15:13

Solved! OpenVPN was working, problem was with the test pc (client side), ICS and IPForwarding weren't working like they should.

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