I've been trying to set up a VPN between my Windows XP machine and my Dell Axim x51v (Windows Mobile 5). After many a day, I have been unsuccessful, so I'm hoping someone here can help me out.

Here are the steps I take on the Windows XP machine:

1. Go to Network Connections and create an Advanced Connection->Accept Incoming Connections->VPN->Create a user/password for this connection->Leave everything else at default.
2. Make sure that Firewall is not blocking the ports (it isn't, by default in XP SP2)
3. Write down the IP address of my machine
4. Since my machine is directly connected to the internet, no further steps are required (no router to tinker with)

Here are the steps I take on my Axim x51v:

1. Go to Settings -> Connections -> Advanced -> Select Networks
2. Under 'Programs that automatically connect to to a private network...' click Edit
3. Go to VPN tab and click New
4. Enter the IP address of my machine and choose PPTP as VPN Type
5. Enter user/pass created in the steps above (leave domain blank) and click Finish
(I also tried the above steps, but clicking 'New' instead of 'Edit' in step 2)
(I also tried going to Exceptions under Advanced tab and entering '*.*' or '*/*' or both)
6. Connect to a wifi network (if it prompts me for what I want it to connect to, I choose Work; I tried Internet too)
7. The connection bubble at the top of the screen says 'connectec to X' where X is the wifi network, but there is no option to connect to VPN
8. I manually go to Settings -> Connections -> Advanced -> Select Networks -> Edit -> VPN tab -> click and hold the added VPN server and choose Connect but nothing happens
(When I try the last step while docked to my PC, I at least get a prompt for user/password, but then it also does nothing; this prompt does not happen when I connect via wifi)

Any ideas on what I am missing or doing wrong? It seems like it shouldn't be that complicated to connect to a VPN...

BTW, I can connect to the VPN using another PC. I can also remote log in to the PC from my Axim using Terminal Services, so the IP is correct and VPN server looks like it's functioning.

No ideas on this one?