Your problem is probably (99%+) related to ISP blocking encapsulation protocols (maybe because they would like there clients to pay for VPN outsourcing ;o).
So, you are probably bound to some kind of VPN over TCP. In this case you can choose some SSL VPN solution. There are lots of software around, just google for “ssl vpn windows”. You can try OpenVPN (http://openvpn.net), it has a working windows clone…
BR and good luck,