At last, after a couple of days taking a break, I was able to resolve most of the problems with the site to site VPN connection. Here's my personal experience with it so far with this device. I have configured 2 DIR-330, with the VPN connection, at each site successfully but it took my a while to discover that the 2 routers has to be connected directly without any SOHO LAN router between them. My biggest problem was that one of the site, the DIR-330 was installed in a DMZ behind another D-link router, a DIR-615. Even after putting the DIR-330 in the DMZ and turning off all of the firewall features of the DIR-615, the VPN connection would keep getting disconnected and would never reconnect automatically. The connection would not even last 5 minutes like I've previously said in my post. So I decided to remove the DIR-615 and put the DIR-330 instead as the main router.
Site A of the VPN is connected to the Internet with an ADSL connection (about 80Kb/sec for upload speed) and site B (120 Kb/sec for upload) is connected to the net using a cable connection. I've noticed that the VPN connection tend to get disconnected when one of the 2 sites is having a large usage of bandwidth (i.e. one of the site is taking all of the upload bandwidth available) but the VPN connection will reconnect automatically and it won't stay dead very long. I am able to browse the Windows share from both sites, even if it's a little bit slow, it's working.
So I am happy that it does work for a very cheap solution, even tough it means that both router cannot be behind any other routers at all. The main factor if this solution is good for you or not is mostly depending on the quality of each Internet connection - you need a good upload speed.
Before closing this comment, if you need a VPN connection that stays on at all time, do not choose the Keep-Alive setting for the connection but take instead the Dead Peer Detection (DPD), really much better, you save time for the automatic reconnection when it goes down and you'll save a little bit of bandwith. Read the official RFC for the DPD, for more details on this -
https://tools.ietf.org/html/rfc3706Have fun!