I have been using outgoing VPN connections through my PIX firewall for years – using all sorts of VPN clients (Cisco, Citrix, Nortel). When I started working for my most recent employer, I was unable to connect to their Microsoft VPN using the Windows XP VPN client.
After almost a year of on-and-off experimenting, I finally found the solution on Cisco.com: fixup protocol pptp 1723.
It worked without further ado, and this discovery was so exhilarating that I never want to forget it.