Hello everyone!
I have a similar problem...
I have a network setup that looks like this:
VPN server (part of a LAN) <---> ROUTER <---> ISP (ADSL [static IP]) <---> ISP (ISDN dial-up dynamic IP) <---> VPN client
The router is configured to allow incoming PPTP traffic, and forward it to the VPN server's IP.
The VPN server is the simple Windows XP PRO incoming VPN connection capability...
The VPN client is the simple Windows XP PRO VPN connection [Add new connection, etc.]...
The VPN is configured for PPTP, and the client is configured to have static class C IP address (192.168.0.22).
The VPN server has a class C IP address too: 192.168.0.3.
Now before SP2, I used to be able to connect from the client using PCAnywhere through VPN to the server (which runs a PCAnywhere host service) through VPN. Now, although the VPN connection is established, the PCAnywhere connection times out. I tried to ping 192.168.0.3 (the VPN server) from a command prompt and it doesn't respond. I then tried to ping some other machines in the VPN server's LAN, also running XP PRO SP2 (same rules as the server) and the respond OK. One of them also runs a PCAnywhere host service in which I can connect to, and ping successfully!
It seems that somehow the SP2 firewall blocks the VPN-incoming data when they are destined to that same machine that hosts the VPN server...
Until now it seems like the problem you are describing above... However, I have tried setting up a PCAnywhere client in the VPN server's LAN and tried to connect to the server from there, and I can connect OK! I can also ping the VPN server's machine successfully from the local LAN.
So far, the workaround to my problem has been to setup a PCAnywhere client along with the host service in the machine I can connect to [not the VPN server machine, which is the one I want to control with PCAnywhere] and after connecting from home with PCAnywhere to it, connect from it again with PCAnywhere to the VPN server's machine, effectively bypassing whatever VPN/SP2/loopback problem is there. The whole process is very slow ofcourse, being a double PCAnywhere session, but... I couldn't do anything else.
Any ideas?
(I haven't tried the aformentioned suggestions, but I will try them really soon on the VPN server machine. The client also runs SP2 but I guess that's not the problem, right?)