What exactly is your intention. What you are saying can mean one of two things:
1. You want to be able to connect from anywhere with vpn, and access internet through your own vpn server, in which internet traffic would first come in on your vpn server and then be sent through the tunnel to your remote location. This scenario is perfectly possible.
2. You want "split tunneling". In this scenario, only WAN traffic is routed through the vpn tunnel (for example your shared folders on your server), and internet traffic is routed through the internet connection on the remote system, without being routed through the vpn tunnel. This secnario brings up certain security issues, microsoft purposely chose not no make this possible with their vpn client, because the VPN server does not perform SPI (stateful packet inspection) on vpn clients, which means that if the remote client does not have a firewall, the VPN server is open to attack because an attacker could route himself through the remote computer, and then through the vpn tunnel to the server.
It is possible though, but only by manually altering the routing table in the remote client.
Other solutions, like winroute firewall by Kerio Technogolies do allow split tunneling on their vpn clients because their firewall has a native VPN server and thus can also perform SPI on tunnel traffic.
