Perhaps the VPN ports are blocked on your router or by your internet provider. For instance, in order to establish a PPTP VPN connection you need to make sure the network router/ISP permits GRE protocol 47 (You will want to find and enable a "PPTP passthrough" feature on your router that knows how to handle the GRE packets). In fact both port 1723 and GRE protocol should be opened/enabled to establish VPN connectivity by using PPTP.
Hope it could help.