Your immediate problem is with port 1723. Make sure that you are forwarding TCP on port 1723 to your VPN server. Also make sure that when you initiate the connection you are pointing your client to the address of the router, not the private IP of the VPN server.
You will also need protocol 47 (NOT PORT 47) passthrough enabled. This is sometimes called PPTP pass-through. The name of the protocol is GRE. That term is sometimes used in router configuration as well. Note that it should not be connected to a particular port. Also note that although this may be a problem, the error indicates a problem with forwarding on port 1723, perhaps you are forwarding UDP instead of TCP, or maybe you are pointing it to the wrong private IP. Again, pointing the VPN client to the wrong IP would also cause the problem.
Sorry I can't provide more specific information, but the Actiontec website is not friendly in the manual department and it has been too long since I had my hands on one. I can tell you that it is possible, however. I would not jump into a Cisco solution. Cisco is great, I prefer it, but you already have equipment that should suit your needs if you can get the config worked out. Bad hardware is possible, but not likely.
As for the port scanners, they often do not find 1723 open, even when it is configured properly. Doesn't necessarily indicate a problem, but again the particular error might.
On yet another note, close 5631-5632 if you have not already done so. That's asking for problems.
One other possibility, port 1723 is specific to PPTP, if you are using IPsec or L2TP, the rules change, so make sure as well that you are using PPTP.
Hope this is of some help.
