Since alberto said that both A and B know about Server then NAT
traversal shouldn't be needed.
Actually I want to connect from A to B directly, so nat traversal seems nice, but I cant try it right now... when I have the machine back up I will try it and report back ;)
> > Both computer A and B know about Server.
If both A and B can get to Server then it is very easy to just hop
through Server to get to the other.
The server is just a convenience since both machines are behind firewalls, but I would like to avoid having to use it, because packets have to travel long distance. Also Im planning to make heavy use of it and I have to pay for bandwidth on server ;)
Actually I got the idea from filetea  that allows to send files from A to B using a third server to make the connection. Actually I dont know how it works and if the traffic is sent through the server. Now that I think about it, I guess it does and I thought it was only used to establish the connection
if nat-travesal works, it seems the only way so far to do it. I only need the vpn to start it on both ends. I will see how to automate this :)