I'm actually working an issue very similar to this for a user in the company that I work for (also in AZ of all places, heh.. small world.)
Anyway, like some have already mentioned, the IP addresses of the machines involved, as well as the NAS device, would help a good bit in figuring this one out. Depending on the IP configurations in use, it may be necessary to assign an additional and static IP address to your home computer in order for it to be able to communicate with the NAS device.
Windows can do some funky things when any type of VPN connection is made available to it, although the router-to-router solution you have *should* have been able to smooth it out to some extent. It may be best to find out if the router at the office is able to accept VPN client connections from the built in VPN connection options in Windows XP. If that is possible, it would then assign your home machine an IP that is on the same network as the office, thus keeping things simple and, in theory, functional.