This tutorial will guide you to create a connection to the VPN server.
If you searching about install and configure VPN server please click THIS.

In your Windows XP client

Click Start >> Settings >> Control Panel

You will see a screen below :

Click on Network Connection and you will see a screen below :

Click on Create a new connection and you will see a screen below :

Click Next to the next screen :

Click on the radio button "Connect to the network at my workplace
Click next to continue

Click on Virtual Private Network Connection radio button
Click Next to continue

Type your Company Name : Example testing vpn
Click Next to continue

Click Do not dial the initial connection radio button
Click Next to continue

Type your VPN server Hostname or Ip Address.
Example : my VPN server ip address is 10.100.100.1

Click Next To Continue

Click Add a shortcut to this connection to my desktop
Click Finish

You will see a cloud icon in your desktop.
Click twice and you will see a page below :

Input your vpn username and password
Click Connect.

If you are connected to your vpn server.
Try to check your ip address from http://www.whatismyip.com
If the ip shows in there is your vpn server address it's mean you are successfully connected to your vpn server.