Assuming the PIX is doing the VPN tunneling, setup the tunnel as you normally would, BGP and the router won't affect you. BGP will route the IPSec and non-IPSec packets for you, it (just like the internet as a whole) doesn't care what the payload is. The path a packet takes in this case doesn't matter, only the end-points do (ie who terminates the tunnel - the PIX and the far end device).
As for the BGP load balancing, don't forget to include 'maximum-paths 2' in your bgp config.
Hope it helps.
Steve