If you want a simple, web based approach, try logmein as xuserx2000 suggests.
If you want something a little more configurable and comprehensive - data transfer between vpn server and client for example, try OpenVPN. It will run on an XP box as a server and a client.
See
http://www.runpcrun.com/howtoopenvpn for the server side
Not tried to connect a Windows mobile device, but apparently this is possible
http://www.zeroshell.net/eng/openvpn-client/#OpenVPN-Windows-MobileMore information on OpenVPN is available here:
http://www.openvpn.net/