Terminal Services over VPN

Has anyone used Terminal Services over Microsoft's VPN server? I need to run some program off the server and when I used just the VPN, it was terribly slow. The solution on paper is to run the program off Terminal Services and just let it pass through the VPN which could be faster, supposedly.

Any experiences with this? Is Terminal Services in itself secure? I read there's some form of encryption also but is it comparable to VPN in a way?