Debian based distros, specifically Ubuntu, make it a snap to connect to Windows based vpn's.
Here is the link to the RPM for network-manager-pptp, in case you want to do this on an RPM based distro.
You'll need to install two packages... pptp-linux, and network-manager-pptp. If you're using synaptic, just do a search for pptp and select both packages.
You can of course use apt-get install pptp-linux network-manager-pptp if you prefer the command line. (use sudo with apt-get if you chose not to create a root password)
Once those two packages are installed, you can click on network manager and you'll see there's a new entry there called VPN Connections.
Click on Configure VPN.
And, you'll get the VPN Connections dialog.
Click the Add button which will bring you to the next dialog. Click "Forward"
Unless you have other vpn packages installed, pptp should be your only option and you won't have to select anything. Otherwise select pptp tunnel from the list.
Now you just have to enter your VPN info in the next dialog. The most likely case is that you will only have to use the first tab. If you know your VPN has special requirements, go ahead and fill those in, in the other tabs.
Just click finish on the next dialog, and done on the next one.
Now that it's all configured, all you have to do to connect to your new vpn is click on the network manager in the panel, select VPN connections, and select the new VPN that you just created. There will be a little animation above your network manager icon until it's connected. Then you will see a lock on your icon, as long as you're connected. Disconnecting the VPN is done from the same area but you just select disconnect vpn instead. It's very simple and straightforward.
Note: This can also be done on RPM based distributions (or others) if you can find an rpm for network-manager-pptp (you could also compile the source, if you feel so inclined). As far as non-Debian based distros, I have only tested this on SLED, and OpenSuse, and had to search for quite some time to find the rpm as they don't seem to be included in the distro. You're supposed to be able to configure vpn's through yast, but I could never get it to work.