Hi there
WinGate VPN has been designed (and tested) to work on all NT platform based Windows systems. (NT,2000,XP and 2003)
The scenario you described will work fine.
If you want to read and understand more about how WinGAte VPN works and its setup you can read the Whitepaper on our website here.
http://www.wingate.com/resources.php
Regards
Erwin