First, my disclaimer: I'm assuming you're using VPN software/hardware to connect and that it is configured securely.
VPN by definition is secure. If you're IT dept has setup your VPN correctly you should be able to connect safely from the public WiFi at Starbucks. The router/firewall at your location is virtually irrelevant from a server side security viewpoint.
Now, the caveat to this is that if your computer is compromised any data on that computer is compromised. What that means is they wouldn't have direct access to your server but would have access to data on your computer you pulled from the server. However, if your IT people have allowed you to pull data from the server (as opposed to working with it server side only) they have created a security breach.
The short of it is that VPN security is handled for all intents and purposes, server side, and the method of routing/firewall on the client end is negligible.
