vpn:can not acces with dsl-modem

halo guys,i have a problem to conect to vpn,
when i used a dial-up modem(internal modem) i can conect to vpn, but when i use a dsl-modem(siemens speed-stream5450)i can not conect to vpn,my friend said that my siemens not suport to make a vpn conection,is it?
what should i do?