So is this your work VPN? It's going to be rather difficult to determine why your connection is failing without know exactly what kind of VPN we are dealing with. If this is your work VPN they might have provided you with some information about how to set it up on a windows machine, or they may have provided you with client software.
Since you mentioned that you've already setup a PPTP connection then I can only assume that your using a PPTP VPN if it's a VPN you didn't setup or configure then it's most likely a Microsoft ISA solution which may require CHAP and other special paramaters. PPTP connections are pretty easy to setup on the client end. Do you have the PPTP software installed?
I've found a very good walkthrough for you at a website that I'm on quite frequently
please check it out and see if this can get you started with setting up a PPTP VPN client connection
http://www.cyberciti.biz/tips/howto-...tp-client.html