For this you must need permission from remote VPN to connect it. Assuming your IP address is allowed from remote VPN.. The VPN connection allow Windows XP clients to connect to a VPN remote access server.
1. Open Control Panel.
2. Click on the ‘Network Connections’ icon. A list of existing dial-up, LAN, Wi-Fi etc connections will appear.
3. Click on the link ‘Create a new connection’ listed in left-hand side menu. The Windows XP New Connection Wizard will be started.
4. Click Next, then select the option ‘Connect to the network at my workplace’ from the list and click Next.
5. On the ‘Network Connection’ page, select the option ‘Virtual Private Network connection’ and click Next.
6. Enter any name for the new VPN connection in ‘Company Name’ box and click Next. There is no need to put exact same name of your business, it may be any name.
7. Select option on the ‘Public Network’ screen and click Next. If the VPN connection will always be initiated when the computer is not already connected to the Internet, The default option, ‘Automatically dial this initial connection’ can be used . Otherwise, choose the ‘Do not dial the initial connection’ option. This option requires that your local Internet connection provided by your ISP will be established first, before this new VPN connection will be initiated.
8. Enter the hostname/IP address of the VPN remote server to connect and click Next.
9. Select an option on “Connection Availability” screen and click Next. In Windows the default option ‘My Use Only,’ is only for the currently logged on user who can use this new connection. To provide this option for all users select the ‘Anyone’s use’ option.
10. Click Finish. The new VPN connection has been created.