How is your VPN create. I assume since you are forwarding ports you are using the built-in Windows firewall, if so it uses PPTP.
(note below, that if not using PPTP your VPN protocol may not be supported)
Also, is this your sole connection device, i.e. modem and router. If so fine. But if you have an additional routing device, port forwarding will need to be enabled as well.
Updating to the latest firmware is also a good idea if having problems.
To reiterate what Rekolitus stated:
PPTP (most likely option) requires:
Forward only TCP 1723
Enable GRE, protocol 47 (not port 47) by enabling PPTP pass-through on the Security ‘tab’ page of the WAG200G
L2TP over IPSec requires:
To allow IKE forward UDP port 500.
To allow IPSec NAT-T forward port UDP 4500.
To allow L2TP forward port UDP 1701.
If using ESP (Encapsulation Security Payload) protocols 50 enable IPSec pass-through on the Security ‘tab’ page of the WAG200G
If using AH (Authentication Header Protocol) protocol 51 you need another router, yours does not support this protocol
IPSec requires:
To allow IKE forward UDP port 500.
To allow IPSec NAT-T forward port UDP 4500.
If using ESP (Encapsulation Security Payload) protocols 50 enable IPSec pass-through on the Security ‘tab’ page of the WAG200G
If using AH (Authentication Header Protocol) protocol 51 you need another router, yours does not support this protocol
Once done verify the port forwarding is working by logging onto the VPN server and going to http://www.canyouseeme.org and test for the appropriate port to see that it is forwarded correctly. This will not allow you to test protocols.
Assuming that is working correctly, and your are using the “standard Windows PPTP VPN, Microsoft has a pair of test tools pptpsrv and pptpclnt, to test for GRE pass-through, which are available as part of the Windows resource kit or from:
http://www3.ns.sympatico.ca/malagash/Downloads/Net/
Log onto the client or VPN server machine and connect to the other with remote desktop, or a similar remote management tool. At a command line on the client machine, run pptpclnt and on the server run pptpsrv. The client machine will send a set of GRE packets to the server and it should show as received if GRE is able to pass. The server is then supposed to respond and the client indicate received, but I have never had that part work. The one direction client to server is usually enough to test.
Following links outline the use of the test tools:
http://www.howtonetworking.com/Tools/testgre.htm
See VPN traffic:
http://www.microsoft.com/technet/community/columns/cableguy/cg0105.mspx
