Networking, Internet And VPN

Hi I have Been Trying To set up A VPN Between Me and a Friend For Sometime Now... We Both Run Windows XP And Both Have A 2mb Cable Connection.. He runs A network Thjrough A proxy Server And I run A Network Through A Linksys Router... I run All My Connections Through Local Area Connection Meaning Internet, My Home Network And Now to add VPN to the same LAC Seems To me To Be Unsafe .... My Question Is Will This Allow To Many Open Ports ? And Will It Be easy To Compromise Our Machines? And Is there Anything I can Do To prevent A Hacker from Penatrating This Type Of Network?

Thankyou StateofSecurity