If you have in the same network the SME and W2k, Why do you define the local network in SME panel?, It's no necesary. You make vpn with your XP Pro to the SME 6.0, and it assigns to your XP a virtual IP in the local network of SME and W2K. Then you should make ping to W2K.
Another thing is if you can get a shared directorys from W2K, then you need have the correct username and password in windows XP to access W2K.