I have tried to use Nokia Mobile VPN client over 4 years period on 3 different phones. Contacted Nokia Care, our IT department, many Internet forums and so on. The result is ZERO. then someone suggested to have a look at Symvpn software. I had this software configured in 2 minutes and it works like a charm on both my phones.
Symvpn is not free software. Nokia VPN is free and now I know why.