If you are a Virgin Media subscriber and having an issue in connecting to VPN then please access your Virgin Media account, go to Websafe option and Turn Off Virus safe option then connect to VPN.
Also, make sure to enable PPTP, L2TP, and IPSec pass-through options from your router.
Please access Virgin Media router control panel then click on Advanced settings. Under advance setting there is an option for Firewall click on that and select IPSec, L2TP, and PPTP pass-through and save.