VPN behind a iptables firewall

Hello All

Could someone please clarify this issue for me please:

I have a PC running Xp using the in built MS VPN to connect to a VPN server elsewhere on the internet, but the PC sits behind a Linux Rhat8.0 box running iptables for firewalling, and I cannot establish the link to the VPN server

There are some fixes from the patch-o-matic site but they didn't install correctly,

What I would like to a blow by blow description of what is needed, to allow these out bound requested, The firewall NAT's everything out but I suspect the GRE stuff is failing.
Any help would be greatly appreciated