Tell us more about your vpn... with ipsec or pptp, I've always found that the firewall has little effect because you're effectively inside it. But do you also need to log into a domain or map the drive using a different user name?
"... They ne'er cared for us
yet: suffer us to famish, and their store-houses
crammed with grain; make edicts for usury, to
support usurers; repeal daily any wholesome act
established against the rich, and provide more
piercing statutes daily, to chain up and restrain
the poor. If the wars eat us not up, they will; and
there's all the love they bear us."
-- Shakespeare: Coriolanus, Act 1, scene 1