Dear Yggdrasil,
you must have a router which support DHCP Relay agent (RFC 1542). If you haven't it (or DHCP Relay agent have bad setting), you will receive the same IP adress as server when you connect via VPN.
I have the same problem with router Linksys WRV200, but some cheap (wifi) routers such as Asus WL-520gP solve this problem (it support RFC 1542).
DHCP Relay agent is a good feature when the server is down -> client computers have still acces to the internet (second DNS server serve clients if primary is on the server which fail), but DHCP server in Windows Server (first of all with NAP function) have more features such as scoopes, ect. I mean, that absolute ideal combination for SMB is server-core instance of WS2008 with DHCP and DNS services (as better router) and another server with classic AD DC services and next DNS (AD DC must have DNS) or/and other additional services. When the primary DNS (AD DC server) server failed, clients have backup in gateway (secondary DNS in core server-router) and at the same time you have full feature scoopes. Of course, core-server is normal PC/server machine with higher consumption.