VPN Connection Issues

Hi all,

I'm new to VPNs, but wanted to make my own for security reasons. I'm not sure if this is even possible, but I downloaded OS X Server onto my computer to make my own. Basically, I'm not connecting to another machine securely, but rather wondered if it was possible setting up a VPN just to encrypt my internet on my own machine.

No matter what I do it won't connect...all it does is say the server couldn't be reached, never states what's wrong exactly. I have my shared key in right, my DNS servers and names match the ones my regular connection uses, and my IP address is in the range I specified. The logs just say connecting to sever, started and failed, then tries to connect to an alternate one and also fails. Even checked my router, L2TP port is open as well. Anything I'm doing wrong? Much appreciated if I got some help!