I had set up a VPN for a user, but when she tried to use it today, the option wasn't there. There were no VPNs. I decided to create it again, but when creating a new connection, the option for Virtual Private Network Connection was greyed out. So weird. After some research, it turns out that her remote access connections service had been disabled. Looking at my XP machine, it should be set to manual, and then it works correctly.
It should look like this: