@glchen: I've had to deal with the same problems before. I don't know if there is a hardware solution others more experienced than me can recommend but I've used static routes in windows XP, Vista and 7 with good success in the past. It may be that your company have controls in place to block this (normally a quarantine process running on your machine as part of the VPN connection). As a general rule though corporate network admins get a bit shirty

about trying to bypass their split-tunnelling restrictions.
However, it costs nothing to give it a go. Here's how in Windows XP or higher:
1. Make sure the VPN is NOT connected
2. Open a command prompt (hit start; type cmd in the run or search box)
3. You'll need to know the IP address of your router gateway and your NAS box and your subnet mask - let me know if you don't know how to get this...
4. type the following: route ADD your_NAS_ip_address MASK your_network_mask your_gateway_ip_address -p
This will add a static route which will be persistent (it'll survive reboots). Give it a try and see if it works for you. Here's an example:
NAS IP: 192.168.1.99
Gateway IP: 192.168.1.254
Subnetmask: 255.255.255.0
*Tip: you can get your gateway and subnet mask by typing IPCONFIG /all and seeing what your current connection is using - it'll be the same if you're using a simple home network like me.
route ADD 192.168.1.99 MASK 255.255.255.0 192.168.1.254 -p
If this doesn't work you could always try asking your company network admins if they permit split-tunnelling on certain subnets. For example, some allow this is you use a DHCP pool within the company range (e.g. I use 16.x.x.x as my company owns this range thus net admins are happy to allow split-tunnelling on that sub-net when connected to the VPN).
Hope this helps and I'm sure others can correct any mistakes or provide other solutions - I'm by no means an expert!