Just got a new machine (T60p finally has a Windows key!) and was having some problems connecting to our corporate VPN. Searched google and kept seeing posts about routers not passing GRE. I knew mine was as my old laptop sitting next to the new one could connect. Couldn’t figure out the issue until it dawned on me that perhaps the Windows Firewall might be blocking GRE. My first reaction was nah… This is outbound access by a component built into Windows XP. The firewall isn’t going to block it. Well I was wrong. The trick is to go into the Firewall Advanced Settings and make sure that VPN – Encapsulating Security Payload (ESP) and VPN – General Routing Encapsulation (GRE) are enabled like this:
Posting this partly so I remember the next time I hit this and partly because I didn’t see any mention of this in my google search results.