In the spirit of generous giving, check out my sig. Please harvest, improve, tell your friends, tell me if you see a problem.
Read the comments and code on any script before you run it. 🙂
Good luck, @iJelmit! Trying to run database anything over a VPN is an... experience... though if I remember right, my partner's got his coworkers up and running with Microsoft Dynamics. I can ask him for his experience.
If you have trouble with slowness, you might get better behavior if you connect to the VPN, then RDP into a machine back at the office. Then your report still runs on the office LAN, but your connectivity is more secure.