What kind of VPNs are you trying to run through the router? If you are running IPSec, you should open ISAKMP, (UDP 500), and ESP, (protocol 50). Notice ESP is not a port number. It is separate protocol from TCP and UDP.
Here is a microsoft link on the subject: http://technet2.microsoft.com/windowsserver/en/library/6e268195-6750-494a-8f19-25d07911926f1033.mspx?mfr=true
Without more information on what is being used, I can’t really help you more than this.