I was as lost as you are. I could connect to the VPN (PPTP, L2TP over IPSEC) from the local network but could not connect while outside over the internet. Here is what I did:
Under Firewall/NAT / Firewall Policies
WAN_IN - right click and select configure
Ruleset Configuration for WAN_IN should pop. Select Interfaces and under direction change "In" to "Local"
I am currently using COMCAST with modem Cisco DPC3008.
