Hi
The RV120W router does support IPSec site-to-site VPN and IPSec/PPTP client-to-site VPN.
Are you trying to establish a VPN between the RV120W and another VPN router or do you want to establish a VPN connection from your client computer back to the RV120W.
i.e. When you are at Starbucks do you want to connect back to the RV120W at home so you can access your home network?
In either case the router does support IPSec and PPTP VPN tunnels
Regards,
Russ