@johnpoz:
Well for starters I have to assume if your behind dd-wrt that your natting there, and then again at pfsense? Why? its hard to forward protocols like ike through nat, you can use encapsulation so that IKE and ESP use udp port 4500.
Double natting is not going to make it any easier. Can you remove dd-wrt from the equation. Why can not just use pfsense as your vpn endpoint?
Well, everything behind pfsense is lab computer. I want to be able to shut down the server, so I can sleep. :) And I prefer windows VPN. Nothing against OpenVPN. Maybe I can put it like this
DMZ
DD-WRT -> Pfense -> Win svr.