Thank you for your time.
I was just able to see the event log file and says: 'User GE/VPN_User has been disconnected from port VPN3-39, unable to negotiate any network protocols.'
I have configured ROUTING AND REMOTE ACCESS, configured and enabled a router with TCP/IP and NetBeui, checked the Ports configuration enabling support for direct user dialup VPN with 40 simultaneous PPP connections, among other authentication configurations. I don´t know what protocol configuration I've missed. The main network communicates properly within the LAN and workstations can access the internet through a Proxy server. I keep connecting but it drops after 20 sec. By the way I get the same problem with or without the Proxy Server. What do you think of this?