After looking around I saw someone saying you should make sure that it's using PPTP, so I went to each connection and sure enough, in the client's connection properties, under the security tab, it was set to automatically find out the VPN protocol, so I set it to PPTP to be safe. This did not help.
I retried, but with no success. I don't know what the problem is. Everything should be fine, I'm using very default settings, there is no reason left for the client and server to not know how to continue from user name and password verification. Can anyone help me? Does anyone know what else I didn't check?
Could you please let us know the version details of the McAfee programs that you have in your computer?