In Windows XP go to "Start" - "Connect To" - "Show all Connections"
on the left hand side under "Network Tasks" you will see the following icon"
Step through the following images to create your connection.
Once this connection is created all you need to do is edit the IP address each time The server IP is changed.
Once you are on to the vpn you will find MSN Messenger and surfing won't work.
This is because of a default setting on the VPN connection that makes you use the VPN server as your gateway.
Right Click on your new connection and follow these steps.
Select the "Advanced" button
Untick the "Use Default Gateway on Remote Network" check box.