By default Oracle VM VirtualBox – Network Settings is Attached to: NAT. That is not good enough to let GRE packets pass trough.
Here the error that SBS 2003 shows in System Logs:
A connection between the VPN server and the VPN client xxx.xxx.xxx.xxx has been established, but the VPN connection cannot be completed. The most common cause for this is that a firewall or router between the VPN server and the VPN client is not configured to allow Generic Routing Encapsulation (GRE) packets (protocol 47). Verify that the firewalls and routers between your VPN server and the Internet allow GRE packets. Make sure the firewalls and routers on the user’s network are also configured to allow GRE packets. If the problem persists, have the user contact the Internet service provider (ISP) to determine whether the ISP might be blocking GRE packets.
The solution is simple enough:
- set the VirtualBox Network – Attached to: Bridged Adapter
- select your network card (Name:)
- make and establish VPN connection on your VitualBox