Apple Remote Desktop is a management tool not the remote desktop (like terminal services or citrix). For that macs use remote desktop client (microsoft.com/mac) but I have never tried it over a vpn connection only through terminal services.
Found this: http://forums.macrumors.com/showthread.php?t=334785
Should help you with set up.

Thanks imeldesign, I appreciate your answer. I looks like VNC is the way to go

To my knowledge, VNC is the only way to go.  This is the 'Screen Sharing' under the 'Sharing' preferences.  

The client for the screen sharing is VNC, not Microsoft's remote desktop client.  Microsoft's RDC is for connecting to Windows Terminal Servers.  Very handy to have on a Mac, but not for connecting to Macs.  If you need a VNC client for your Macs, I've had good luck with Chicken of VNC.  A quick Google will turn up a bunch.  On PCs I stick with RealVNC.

In VNC, I've had the best results with ZRLE encoding.  Auto-detection doesn't seem to work.

I've also found that the Macs don't like to do much in the way of color changing.  Set your color depth to the max and go.  The default of 64 colors or definitely won't fly, so I turned mine up all the way.

 

Thank you, compuveg. VNC seems a lot slower than rdp. Is this due to the color depth? I tried playing with the colors also with no success..in fact I lost my session on a couple of occasions when making changes to depth/reolution.
Thanks again for your help

Yes, VNC is not very efficient.  According to wikipedia, the core of VNC, the Remote Framebuffer protocol (RFB) was designed for

"an LCD with a pen input and a fast asynchronous connection to the network"

I read that to mean that network speed wasn't a huge issue for them.  

The ZRLE compression which should provide acceptable speeds over even dialup.  (VNC/RFB started with RAW, or no compression) Speed really depends on the color palette being used, video size, etc.  

If speed is an issue, I would change the color depth on the Mac.  Theoretically the eye can't differentiate the colors available in a 24 bit palette, so I don't know why people are so hot on the 32 bit palettes.  16 bit should be acceptable to all but the editors of National Geographic, etc.

One note:  When you change such settings while using VNC, the client will often act weirdly.  It can be a challenge, but after applying, I recommend closing the VNC client and reconnecting in time to click the 'Yes, keep these settings' button.

One of the ways RDP works so well over even a 56kbps modem is the color depth.  There's an option to connect in 15 bit color instead of 16 bit, if that illustrates the effects of color depth on such a remote screen sharing application.

Sorry, I ramble a bit.

Not rambling at all! Its a great description, thank you very much...

Are you asking:-

VPN connect to your network over the internet

Run an RDP client and get a Remote Desktop from a Windows Server or Windows Terminal Server.

Then the answer is Yes to both!

I connect my Mac at home to my Windows SBS via the Internet/VPN Login.

I then use Remote Desktop to RDP onto my servers in Administration Mode so I can maintain them.

I also use Logmein.com to remote control both Mac (mine at home) and Windows (servers in the office) for Remote Support.

Hope this helps,
Carl.

If it's the free VNC for Windoows I think you're talking about, it hasn't been updated in years and is painfully slow.

I switched to running the free UltraVNC server on my Windows box, I connect with Apple Remote Desktop to the XP machine. It is a day and night difference in speed, and it has been updated in the last few weeks. It's at uvnc.com

Real VNC's fairly stable, and fairly efficient.  Considering I first used it across dialup lines I'd say it will do just fine across any standard home internet connection.

I can't speak for UVNC, I've not tried it.  However, My guess is Apple's Remote Desktop is based on RealVNC's *nix source, and would most likely not be compatible with the better features of UltraVNC.
 

Thanks to everyone for your responses, always a big help. I've gone with logmein. Seems to be the most portable and a lot - well no a lot - but faster than VNC.
Thanks again...