This is from a tech doc that I wrote for my VPN support web I maintain, this should work for you, more than likley they do have you in NAT, if they did not, then that linksys router works right out of the box. (I have it at home)
1. Open up your browser and type
into the "Address Bar" and hit [Enter].
2. You will be prompted for a username and password.
3. By default there is no username, and the password is admin. Once you type in the password click OK
4. Once you've gotten past the login you should be at the "Filters" tab.
5. Make sure IPSec Passthrough is disabled.
6. Click Apply then Continue
7. After the settings have been applied, your VPN is setup, connect through your VPN software
***If the above procedure does not work, or hangs during the "apply" portions, please contact LinkSYS or go to their home page and update to the latest version of the bios for your particular model.