I have the exact same problem with Windows 2000 Advance Server being the router, NAT, DNS, etc. In the past, Microsoft doesn't support IPSEC over NAT. With the lastest updates, it is supposed to support that. The key is to open those ports.
Paul, how do you setup 'GRE protocal and 1024 or pptp' and how do you setup 'RAS for a vpn server'?
Thank you.