Finally I found my problem.
Our outsourcing company recently installed new network adapetrs (without my knowledge) and of course they never thought about MTU for vpn-connections.
I added a DWORD-value using Regedit with the name MTU and the value : 1400 (decimal). Location :
Windows 2000:
HKLM\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Interfaces\
How to determine < interface name > under Windows 2000
On each one of our Windows 2000 I found three interfaces of which only one is completely filled and contains address IP of your machine.
In that which contains your address IP add MTU with like value decimal 1400
Select the good interface
Select the window of right-hand side (that which contains the parameters of your chart network)
click with Right mouse button
In the new Value type MTU
Double click on MTU and return the value decimal 1400
Reboot
Do the same on your clients and then my problem was solved. Now I am able to access our SQL-server with trusted connection even from home (using vpn).