Error 721

How to resolve this:

A connection between the VPN server and the VPN client has been established, but the VPN connection cannot be completed. The most common cause for this is that a firewall or router between the VPN server and the VPN client is not configured to allow Generic Routing Encapsulation (GRE) packets (protocol 47). Verify that the firewalls and routers between your VPN server and the Internet allow GRE packets