The RV042G Gigabit Dual WAN VPN Router is a fairly decent router. GUI is rather straight forward. I remember the old Cisco PIX 501 or 505. They did have a GUI, but not as easy to work with, plus anyone familiar with them would only give you command line info, which for the novice (in the beginning) could be tough. But, it was a great sense of accomplishment once you did it.
Is the modem a modem/router? If this is router dependent, could you just use a different router?
Sorry, couldn't resist.
You never said what server and OS you are using. These issues used to be a bit more difficult with the 2003 servers, but with the remote gateways, it is a cinch to do RDPs using 443 which gives you SSL. You can remote to any computer, and the setup from a RDP client takes about 20 seconds. Very fast. Very secure. Another advantage of a domain.