If you are unable to connect to the VPN server here are some quick things to consider.
(1) The first thing to do with any error is reboot the computer, router/modem. When internet resumes, test the VPN connection
(2) Type account details, do not copy and paste and note the CAPS in the password if any. Sometimes when you copy & paste your password a blank space is added at the end.
(3) Try both L2TP IPsec, PPTP and if applicable SSTP. With L2TP IPsec you will need to use a preshared key / Shared secret stated in the welcome email.
(4) If you are using a wireless connection, try the connection while connected via a cable directly to the modem.
(5) Please check your firewall settings. Disable/configure firewall such as Norton, Zone alarm, OneCare by adding the server IP to the "trusted" list. If you are able to connect when the firewall is disabled, set an exception for all traffic to the VPN server IP address. If not sure how to do that, contact us and let us know what program you are using.