basically yes, if you need to setup a vpn, you will most likely need special software. Windows 2000 server includes this(under routing and remote access) and im sure theres free linux software out there that will let you. You can also go with a dedicated router/firewall from a linksys to cisco.
But of course, we have no idea what your current setup is like, and what you actually want to accomplish, so we cant be of much help.