Can connect with XP not with Vista

Hello,

I have no ideas anymore...

I want to connect to setup a VPN from outside.

All the XP machines can connect without any issue. The Vista-machines
can't connect when they are behind a router. If they are connected
directly to a telephone line, or by cable, also the Vista machines can
connect to the VPN.

So I thought the router must stop some traffic. I already tried 4
different routers and brands. Everytime the XP's can connect
immediately, the Vista's not...

Somebody has an idea what is causing this?

Many, many thanks!
Carl