Support Note page 191 'ZyXEL VPN Client to ZyWALL Tunneling'
Alternatively »VPN client from DrayTek
or »VPN from Vista to ZW 2WG
Do you already have the router or planning to buy?
If you planning to buy get USG model that supports windows L2TP VPN natively without a need for VPN client. Check the models here »Re: USG series FW 3.00 Comparison