You can install a VPN Server on a Disk Station or Rack Station Synology NAS. When you configure a PPTP setting you can connect from any device without much configuration. However when you want a more secure solution you can choose for L2TP. When you open the correct ports on your router and Synology firewall you can connect from any iOS, Mac OS X, Android and even Windows Phone device. However Windows assumes that you always connect with a direct internet line (so without NAT) to a Internet Server (so without NAT). There is not other configuration. Now in my case I’m mostly behind a NAT device and my Synology most definitely is behind a NAT router. So you have to change some settings in the register and reboot before this works. Microsoft has made a KB for it. In this KB they refer only Vista and Server 2008 as being applicable. But Windows 7, 8, 8.1 , Server 2008 R2, Server 2012 and Server 2012 R2 are also affected. If you configure Windows as specified in the KB you can successfully connect to your Synology.