VPN: "Unavailable - device missing" error

Hi there,

I'm trying to set up a VPN connection from home (Win XP
Pro) to work, and when I go through the wizard...

....connect to the network @ my workplace
....VPN
....<company name>
....<network address>
....finish

in my network connections I get the error
message "Unavailable - device missing". What device is it
referring to? And where might it be hiding?

Thanks!