Sounds like great fun! We did the same thing to play battlefield 2 over LAN (If you played on LAN you could bypass the online DRM, as we only had one copy).

Yea Halo Combat Evolved (Halo 1) only had internet multiplayer on the PC version, but the Xbox version could do peer-to-peer multiplayer. One person would have zero ping as the host and the rest would go over the vpn. Any kind of latency would have been annoying due to Halo CE’s lack of lag compensation :D