It worked, thanks!
Still wondering why double-click didn't work though...
Anyway, I'm running the Internet Configuration Wizard now and it asks for a "Device", "Tunnel through Device", "Local Port", "Remote Peer Address", "Remote Peer Port", "Remote Virtual Address", "Local Virtual Address" and a "Secret Key". All I know is that the IP address of my university's VPN router is 220.127.116.11. So where should I fill that in, and what do I have to do with the other settings, just leave them empty or default?
All help highly appreciated!