There is a lot of documentation on sonicwalls website at
http://www.sonicwall.com/products/documentation/VPN_documentation.html.

You need the Sonicwall VPN-clientsoftware on each pc that you want to connect to your SOHO3.

I have setup an VPN-connection myself to a SOHO3, using the documentation sonicwalls website without any prior knowledge of VPN

Best regards and good luck with the project.

Ole