VB6 & MSSQL over VPN Ideal strategy

Hello Guys!

I just wanna know what is the ideal strategy when using VB6 & MSSQL over internet (preferrably VPN). My setup:

Server:
*MSSQL 2005 running in Opteron 2.2 Ghz dual core, 1Gb RAM, 512kbps Internet (VPN incoming connection granted)

I want to develop system (server client system over VPN). Please suggest what would be the ideal strategy? Is it connection type issue such as ADO, DAO or DSN?

I like the idea of some Online Game Server ( like MU, Pangya, RAN) they are using MSSQL 2000 Server. 1000 of simultaneous connection (client side) even dial-up connection is working perfectly as well.

I don't develop game server but maybe the idea is the same with our Database system across the internet (i'm not so sure)

Please give me some advice.

Thanks a lot.