Solved VPN L2TP

Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\services\PolicyAgent]
"AssumeUDPEncapsulationContextOnSendRule"=dword:00000002

The registry change is mentioned in this KB article : http://support.microsoft.com/kb/926179

In case the KB article goes away, the possible values are as following:

• 0 (default): A value of 0 (zero) configures Windows XP SP2 so that it cannot initiate IPsec-secured communications with responders that are located behind network address translators.
• 1: A value of 1 configures Windows XP SP2 so that it can initiate IPsec-secured communications with responders that are located behind network address translators.
• 2: A value of 2 configures Windows XP SP2 so that it can initiate IPsec-secured communications when both the initiators and the responders are behind network address translators.