Ok this may be caused by issues with your firewall settings. Further, are you trying to Connect to Vista from an XP Machine? Connect to Vista machines, or connect to a private network with vista being used as the client.
In the first scenario. make certain that the LLTD responder service is installed for XP to connect to Vista. You can get it here:
http://www.microsoft.com/downloads/details...;DisplayLang=enFurthermore, Turn off any firewalls on BOTH ends of the VPN, and attempt to connect then. If successful this would mean that your default firewall settings do not allow the connection to be made. You can see what services are running in over the network by opening the command line and typing: netstat -a
Make a note of the Computer's IP address. Both the one you want to connect to and the one you are connecting from. I don't know for certain what Port VPN uses, but that will be very important in determing the problems you have stressed here.
When you determine the correct process and network port that is in use for VPN you need to make certain that service and Port are opened and allowed in your Firewall. This issue might be better explained in The Networking Forum.