Do you have to connect to your client`s server via VPN and you are running Windows 7 64bit? Let me guess, the VPN clients are not ready for 64 bit like I experienced with Cisco and Checkpoint SecureClient VPN.

So let me describe my workaround:

1) make sure that your CPU supports virtualization
Check it with these tools (AMD and Intel): http://www.microsoft.com/windows/virtual-pc/support/configure-bios.aspx

2) enable Virtualization in your BIOS (if not already done)

3) Download latest Virtual PC from Microsoft and also Windows XP Mode
http://www.microsoft.com/windows/virtual-pc/
Make sure that you have deinstalled an older version of Virtual PC

4) Click in your start menu on "Windows Virtual PC" and then on "XP Mode" and start XP inside Windows7

5) install your VPN Client inside "XP Mode" 

6) Run the VPN client inside the XP Mode Virtual PC Screen
    or much cooler: don`t use a separate virtual screen, just run the VPN client by clicking in your program list:

6) Push the VPN-company to upgrade their products to Windows7 64bit ;-)