Newbie VPN problems

I've just started renting a dedicated server at an ISP Windows 2003 server. I'm trying to set up a VPN. On the server (over RDP) I ran the 'Configure Your Server Wizard' following a step-step, which reported success.
I Allowed VPN access to my accout (the system admin)
I turned to my Vista (Business ed) client, ran the new network connection wizard, but it just won't connect. I don't know where to go form here, anyone?
Who is Participating?
might need to open port 1723 on your firewall, and forward 1723 port on your router to point to your server.

Port 1723 is the VPN Tunnel
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