VPN

I just started working for a company and have discovered that I know more
than he does when it comes to IT, however I do not know how to set up a VPN.
I live almost 400 miles away from my office and only visit about once a week.
All of us who work at the office would like to be able to access our work
computers from home without having to use a program such as Logmein.com or
mypc.com

What settings do I need to configure on my laptop, and what settings do I
need to configure on my work computer? And to follow that, how would I set
up a remote desktop connection?

Any help would be much appreciated!