First off, I've never set up or used a VPN before, but that's all about to change :-)

I have a Windows XP box that I'm wanting to set up as a VPN server that I can connect my MacBook Pro to when I'm away from home.

I started out installing OpenVPN on the Windows machine but had some trouble getting everything to connect. So before I spend too much time getting things going, I'd like some other opinions on what's the best way to continue here.

My main purpose for the server would be just for my MBP, but I'd also like to be able to easily share it with friends and family whenever needed.

Is OpenVPN a good choice or are there better solutions?
I would prefer NOT to have to install additional software on my Mac and just use the built-in VPN features, if possible.

Thanks for your help.