Hello koop,
You need to open some ports for the firewall to allow IPSEC VPN connections.. on the windows XP2, go to control panel - security center - windows firewall - exceptions - add port... add UDP 500 & UDP 4500 to pass through.. If you are conencting through TCP , open up port 10000 and 62515.. Once you add these ports, u will be able to connect with firewall options on..
If you are still not able to connect, upgrade your client to the latest 4.6.02 and see if it works..
hope this helps..all the best.. rate replies if found useful..
Raj