Connect to the VPN server. Connect to the Linux box with Remote Desktop (VNC) through the tunnel using the LAN IP of the Linux box.
If you use SSH you would need to setup the SSH client to forward ports. Here is how I did that using either Tunnelier or PuTTY when I ran a SSH server on a computer on my LAN, ie. not using DD-WRT. This is for Windows Remote Desktop, not Linux Remote Desktop (aka VNC).