If you're needing to do a full-time VPN with a lot of traffic, and say a private document server that is available in both offices, you're probably best going with a company to do a managed VPN for you like that. I have had good luck with NewEdgeNetworks.com for managed VPNs.
If you're just needing to occasional document transfers and such, you could probably get away with doing on-demand VPN connections just between two machines. Simple VPN technology is built into Windows XP, Linux, and Mac OSX. And all you would have to do is make sure that you have the appropriate ports opened or forwarded in your firewalls at both locations. And a web search can show you how to set up those VPNs.
Good luck!
Pete