hi
AFAIK its possible to establish the connectivity between CISCO Client and Router,Firewall.
This will be your IPSEC connectivity which will be done once the ISAKMP and IPSEC parameters are negotiated,accepted by both the client end and the server end.
But in case of Win XP client to router which is basically L2TP, i have seen that only with PC as a client and the router as a server.
regds