I'm not having trouble maintaining or connecting using my XP laptop via VPN. My issue is speed. Grabbing mail or surfing pages slows considerably and since my Sprint Aircard peaks out at about 100k anyway, everything is noticeably slower.
My biggest concern is hitting the /server-manager while using VPN. Even at home on my lan, it isn't speedy, but ok, but on the VPN it is downright painful. In fact, I haven't waited long enough for the /server-manager to materialize beyond the sign in. That's how long it takes.
I just figure out how to SSH into the box and hit the command line so I haven't tried that through my VPN and Sprint Aircard. It would be great if I could test outside in at home, but I have no signal for my aircard at home.