I'm running a danish version of W7, so I'm going to try to translate it.
The message I'm getting is something like: "Error 806: VPN-connection between the computer and the VPN-server could not be established. The cause could be that a router or firewall between the computer and VPN-server are not configured to allow GRE-protocol packets (Generic Routing Encapsulation)."
Could it be a port that has to be opened in my router?