If you're having trouble, try these troubleshooting tips:
Double check your settings
I wasted a good amount of time trying to get a connection running that had the wrong IP address or setting in the maze of configuration windows used by the Windows IPsec client. So check and double-check the settings carefully!
It sometimes takes two tries to get a successful tunnel setup. Don't ask me why...
Reboot the client
I found that I had to sometimes reboot the IPsec client machine in order to get it to connect. First try unassigning and re-assigning the security policy via the secpol console, though.
- Re-apply the router settings or reboot
On the router side, I sometimes got a balky connection running by clicking the Apply buttons on the Main and Advanced VPN admin screens. Sometimes a reboot of the router did the trick.