Windows Server 2008 - File Sharing via VPN does not work

I searched everything on the net, including this forum but did not arrive at a solution.

This works:
My Vista64 machine connects to my Win2003 Server via VPN
Port scanning the VPN Connection to the Win2003 server, I see ports  (as a matter of completeness I list all ports, what matters is presumably onle 139 and 445)
80
135
139
445
1025
1433
8080

File Sharing works well in both directions.

Now I installed Win2008 Server.
Connecting via VPN, settings match those in Win2003, I see these ports open on the VPN connection:
80
135
8080

Port scanning the server in its local net however shows that ports
80
135
139
445
8080

are available.
File Sharing in the local net works. File Sharing via VPN does not.

I struggled already for several many many hours and cannot find why this does not work. In forums I found some other people having the same issue, who could not solve it either.

Can someone PLEEEEEASE help me explaining why ports are not available via VPN?
And where I can configure that they go through VPN?

Thank you sooo much for any help, the easter bunny will deliver an extra egg to all who help.

~thomas