I am currently in London. I have a Windows Home Server 2011 box sitting at home in Washington DC. I have about 1TB worth of stuff on that box. For many reasons, I want to store all my data in a centralized location (that being my WHS box). I then want to access that data through my laptop in London as if the data was in a folder on my computer. I also want to access the data through my mobile phone (android).
I just set up filezilla on my WHS box and it works fine if I want to download or upload data. But it won't let me open word files 'off' the server, make changes, and then save it right back. I have to download the word file, make changes, and then reupload that file to the server.
I've never tried to use VPN software on my Desire, but you are able to use apps such as File Expert to connect via SMB or FTP.
There are VPN applications available on the market, though I can't recommend any as I haven't tried.
It might be easier to set up an FTP server, or connect to the system using something like Teamviewer?
Having VPN enabled all the time would be a security risk, but if you have decent security settings and a secure password then everything should be OK.