On the desktop, right click the internet access button.



A pop up menu will appear with the options 

"Troubleshoot problems"

 and
"Open Network and Sharing Center"

click "Open Network and Sharing Center"





This window will appear.

Now click "Set up a new connection or network"



In the following window click "connect to a workplace" and click "next" 



now click " Use my Internet connection (VPN)" 



In "internet address" type whatever VPN address youre trying to connect too.


( in the this case its vpn.oxygenit.com.au )


Check any boxes that suit your needs.


Then click "create" 



Once you're done, you will be brought back to this window.

now you must click "Change Adapter Settings" 

.


Now in the following Window you will see all your connections.


Click the connection you created  ( VPN connection being the one in the example )


Then click "Change Settings of this Connection"



The "VPN Connection Properties" box will appear


Click the "Security" Tab 


Click the option "Allow these protocols" 


Then click "OK" 


Your VPN will now work.