Sometimes there is a need of creating VPN server in your Windows XP computer. You need to do following steps:
1. Click Start->Control Panel->Network Connections, then click File->New Connection. New Connection Wizard will appear. Click Next.

2. Choose Setup an Advanced Connection and click Next

3. Ensure, that Accept incoming connections is selected and click Next

4. Deselect every entry and click Next

5. Ensure that Allow virtual private connection is selected and click Next

6. Select the users that are allowed to make incoming VPN connections and click Next

7. Make sure that every check box is selected, click on the Internet Protocol (TCP/IP), and click Properties

8. check mark in the Allow Callers To Access My Local Area Network check box. This will allow VPN callers to connect to other computers on the LAN. If this check box isn’t selected, VPN callers will only be able to connect to resources on the Windows XP VPN server itself. Click OK to return to the Networking Software page and then click Next.

9. Finally click Finish.
That is all. VPN server is created. Now you can connect to it.