Tricky routing/vpn question

Here's a puzzle:

Say you need to get an X session using XDMCP over a VPN. However, that
VPN only has Windows client. You are using Exceed and that works but
you would prefer to use Linux (or OS X) with a "real" X setup. But see
above: the VPN *requires* Windows to run.

So you investigate the "Internet Connection Sharing" that comes with
Win98SE thinking that you could just do a 'route add -net' pointing to
the Windows computer.. but it doesn't work that way since the ICS works
using DHCP and you like your Linux box's current IP address just fine,
thank you very much.

But with that, you are somewhat stuck!

Or at least, *I* am stuck. Can anybody think of a way that I can do
some sort of redirection or port forwarding on my Windows box that
would allow me to access the VPN from Linux?

Kurt