VPN Error 806

VPN Error 806:

A connection between your computer and the VPN server has been established but the VPN connection cannot be completed. The most common cause for this is that there is at least one internet device between your computer and the VPN server is not configured to allow GRE protocol packets Verify that protocol 47 GRE is allowed on all personal firewall devices or routers. if the problem persists, contact your administrator.

Solution: 
1) Make sure you can reach the VPN server by using ping. Sometimes, poor connection can cause this issue too. 
2) Make sure other secure software blocks your access, for example, if you use Norton secure software, you may need to add the remote client's IP so that the client can access.