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Newbie connecting a Macbook Pro to a Windows network via VPN

I am a novice and new Apple convert. I have a Macbook Pro connected to a corporate network (the only Mac in the system). My machine connects and works fine, however, I am trying to set up a VPN connection for when I am away from the office. The system administrator has given me the name of the VPN server and I have simply used this to set up a new VPN network connection - But, it doesnt work. I get the error "Internet  Connect - The connection has failed. Please verify settings and try again".

One of the things that I am usure of is the "Shared Secret" - I asked the IT guys and they did not know what this meant. I have tried putting various passwords in here but to no effect - is this the cause of my problem? Can someone help me understand what this means, and what I need to do to fix it.

Thanks Heaps
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Shared secret is usually something associated with a wireless connection to a VPN.  To create a VPN you need to go to Network Preferences in the System Preferences application and add a VPN connection; you do have to choose L2TP or PPTP.  Then put in the servers address, your login account and and usually just leave the encryption at the default of Automatic and hit connect.  If it connects it should ask you for your password.  There are obviously different hardware and software devices and programs to create the VPN on company end and you may have to make an adjustment depending on what your IT guy says, but unless they're doing something different, what I've outlined should work.
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1. It is a wireless VPN that I am setitng up, so  require advice re the "shared secret"
2. Have gone through the process of settting up that you described previously. I have tried it again and ignored the field for the "shared secret" however, when I then try to connect, I get a message that this field is not filled in. When I put something in it (say my user logon passsword) I get the initial fault (Internet conection has failed)
You're really dealing with two issues.

One is a wireless connection.  The person who administers the wireless router/whatever needs to tell you what security if any is on the connection and if there is security then they need to give you whatever key is being used.  Once you have that information, you should be able to establish a wireless connection to this device.  Once your Mac is talking over the air, then you can set up a VPN to tunnel in/out to whatever you're trying to get to.  
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I can connect to our local network wirelessly without any problems, its only when I try the VPN connection that it doesnt work. I have tried setting up a PPTP connection, but that didnt work either
Try downloading a copy of VPN Tracker -

This program has a load of settings to allow you to connect to different types of VPN.

Your VPN is most likely PPTP not L2TP so persist with this protocol.

It sounds like the person in charge of the Server and VPN s not very knowledgeable!!  They should provide you with all the settings you need.

Can you tell us the make and model of the Router if it is a router providing the VPN (SonicWall, Cisco .. etc) or if it is a Windows Server providing the VPN?