Two possible scenarios:
- You are using VPN, but some of your applications time out (MTU is too big)
 - Your OS is preconfigured for VPN by your employer, but the transfer rate can be better (MTU is too small)
 
In both cases the MTU needs to be adjusted:
- Start regedit
 - Check all interfaces under HKLM\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Interfaces and find the one with the IP corresponding to the problem interface (e.g. the VPN tunnel interface). For example:IPAddress REG_MULTI_SZ 192.168.12.1
MTU REG_DWORD 0x000005DC (1500)As you can see the MTU is set to 1500 what is too high for a VPN tunnel
 - Double click on MTU
 - Click on Decimal
 - Enter 1400 (or 1300 to be on the safe side, or 1500 if you are not using VPN)
 - Click OK
 - Reconnect (if you are connected to the VPN)
 
Also see:
Windows 2000/XP Registry Tweaks
How to change the PPPoE MTU size in Windows XP
Change the Maximum Transmission Unit (MTU) Size (Windows NT/2000/XP)