This is a rather old thread but I found myself searching for an answer to this same exact question as well. I did find a couple of things during my research. I'm posting here just to add to this information so in case anyone else is looking for answers, they can find it here.
First, there's a free service available at www.itshidden.com that lets you connect to their vpn servers. Once connected, all your internet traffic is tunneled through that VPN interface. The initial setup and connection is easy enough; any modern Windows installation 2000/XP/Vista and higher has the VPN client software already built in. Only downside is that their servers are stationed in europe so your packets has quite some ways to travel. I needed something closer to home to reduce packet latency and ping and as such this wasn't the ideal solution. So I kept looking...
On my continuing search I found the dd-wrt firmware. Creating a VPN server right on the router itself happens to be one of dd-wrt's nice features. The setup is pretty easy and straightforward: set the VPN server IP of the router, set the possible IP ranges for the clients and the VPN client login info. This is all done from the dd-wrt router config through the browser. VPN client setup follows the same procedures as outlined from www.itshidden.com, with a different VPN server IP of course.
Finally, I have also attempted to make one of the computers a vpn server using the accept incoming connections method like the OP. The VPN clients and server can ping each other but the problem is I couldn't get the VPN server to properly route the internet traffic from the clients. I tried fiddling with the route table on both client and server ends. Short-story was I couldn't get it to work fully. Locate LAN services work fine(eg. FTP server on a LAN computer), but I never got the internet traffic to route through properly -- perhaps someone else might have better luck.
So all in all if you have a router that supports dd-wrt, this is worth looking into. This is the solution I settled on. It was easy to get setup and working.