This router needed some work as it does not pass protocol 41 (and hence no tunnel possible) with the stock firmware.
I flashed it with DD-WRT v24-sp2 (10/10/09) micro (SVN revision 13064) (http://www.dd-wrt.com/wiki/index.php/Linksys_WRT54G2_v1.3_%26_WRT54GS2_v1.0) and now the tunnel comes up. :)