there are numerous VPN formats/types. Have you confirmed that the version provided is the version you're attempting to use? LT2P, PPTP, OpenVPN, etc...
do you have the credentials correct?
- do you have the correct IP address?
- are you outside the network when attempting to connect (if you're "inside", it's not going to work)?
Remember that VPN is essentially a process whereby your netadmin folks hand you the user, a pair of keys to the company Ferrari, with little/no supervision. You would do well to tread softly, ask politely, and WHATEVER YOU DO, don't tick them off..
You've likely already gotten things off to a rocky start if you're expecting them to help you trouble-shoot your pet OS issue, when they are only paid to manage the fiasco of IE...