You cannot use versions of the Microsoft IPSec VPN Client prior to the one built into Windows XP Service Pack 2 or the PPTP client to connect to a SonicWall firewall (UTM) appliance. There may also be potential complications when SonicWall Global VPN Client is installed on the same host as these clients. You can use the built-in Windows XP IKE/IPSec client with the L2TP server included in SonicOS Enhanced.
Note: Requirements for Windows XP L2TP client to work with a SonicWall L2TP server across an intervening NAT device are as follows:
SonicWall supports IPSec pass-through and PPTP (GRE) pass-through. This allows you to configure a MS IPSec or PPTP server behind the SonicWall. PPTP and IPSec pass-through require only the creation of the appropriate firewall access rule (and NAT policies for SonicOS Enhanced) on the SonicWall. In Firmware 6.X and SonicOS Standard, simply create the access rule for the PPTP service to also permit GRE pass-through. In SonicOS Enhanced, GRE is specifically supported and may be added to a service group along with PPTP for the purpose of creating the needed rule.