I am doing some research , should I make a VPN connection via Modem
http://www.linksys.com/servlet/Satel...=3249522279B04

Or PC VPN ?

The setup:
1. Cable/ DSL modem > router > PC with VPN
2. Cable / DSL modem > router with VPN > PC
I understand with #2, all users could use the VPN connection.
Are there other concerns ?