By default Trend Micro Internet Security will not allow an outbound PPTP VPN to connect, as it is blocked by the Personal Firewall.

The connection will hang at "Verifying user name and password..." and then report the following error:

"Error 806: A connection between your computer and the VPN server has been started, but the VPN connection cannot be completed. The most common cause for this is that at least one Internet device (for example, a firewall or a router) between your computer and the VPN server is not configured to allow Generic Routing Encapsulation (GRE) protocol packets. If the problem persists, contact your network administrator or Internet service provider."

Open the Trend Micro Internet Security console from the Start Menu or the System Tray:

- Click Personal Firewall Controls
- Click Settings
- Click Advanced Settings
- Select the Network Protocol Control tab
- Click Add
- Enter PPTP/GRE for the Description
- Connection should be set to Outgoing
- Select Custom for the Protocol
- Enter 47 for the Protocol Number
- Click OK
- Click OK
- Click OK

You receive an "Error 721" error message when you try to establish a VPN connection through your Windows Server-based remote access server
http://support.microsoft.com/kb/888201