Please refer to this blog:
http://blogs.technet.com/rrasblog/archive/2009/08/12/troubleshooting-common-vpn-related-errors.aspxAs we can see, possible Cause of the error is:
This error comes when the VPN tunnel type is Automatic and the connection establishment fails for all the VPN tunnels.
Possible Solutions:
a> If you know which tunnel should actually be used for your deployment, try to set the Type of VPN to that particular tunnel type on the VPN client side. [This can be set by clicking the Network Connections icon on the bottom right of the task bar, Select your Connection, Right Click -> Properties -> Securities Tab -> Under Type of VPN select the interested VPN tunnel type ]
By making VPN connection with a particular tunnel type, your connection will still fail but it will give a more tunnel specific error (for example: GRE blocked for PPTP, Certificate error for L2TP, SSL negotiation errors for SSTP, etc.)
b> This error usually comes when the VPN server is not reachable or the tunnel establishment fails.
i. Make sure the VPN server is reachable (try to PING the server).
ii. If interested in PPTP, make sure PPTP port (TCP 1723) or GRE Port (47) is not blocked on in between firewalls.
iii. If interested in L2TP, make sure
1. Correct pre-shared key or machine certificate are present both on client and server.
2. L2TP port (UDP 1701) is not blocked on any of the firewalls.
iv. If interested in IKEv2 based VPN tunnel, make sure
1. IKE port (UDP port 500, UDP port 4500) is not blocked.
2. Correct machine certificate for IKE are present both on client and server.