Sorry I just realised I will need to give some more details.
One PC which my mum uses for business is XP proffessional but because she works at home she needs to use a VPN to connect to her works server, whenever she used to do that the router would go all weird and I would lose my connection.
The other machines use Vista 32 bit and I also have an Xbox360
Loosebruce first of all I would recommend a linksys router. they have had great success. they have a great router out which many have fallin in love with, also for gaming. WRT330N. this router is great. gigabit ports on the back, great range and signal strength. advanced options for gaming/hosting. and additional protocols that assist with gaming and reducing lag.
I'd recommend installing that router after you CABLE/DSL box and have a strong signal spread out. It has VPN options build in. once you are in the web based utility you will see VPN and can set it up to your liking