Edit: I misread the question. If your server is on your LAN it should be private. You're downloading to a local network share right?
An alternate solution would be to run Tixati and the VPN on the server. If your VPN supports whitelisting IPs or also called split tunneling, you can allow your other devices on your LAN to connect or RDP login or whatever else.
On your computer open command prompt and run "ipconfig" write down your IP and subnet mask. Enter it on this site: http://www.subnet-calculator.com/cidr.php
Example: if your IP is 192.168.2.5 and your subnet mask is 255.255.255.0 then you would whitelist 192.168.2.0/24 in the VPN.