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Follow these steps to create and use a VPN connection:
After a short delay your computer should connect via VPN and you will be able to access our secure services and resources.
It's easy. The Get Connected Wizard will walk you through it. Microsoft has a detailed guide if you would like to check out a step by step guide.
FYI, some people have had a problem with the VPN client causing random network disconnects. Not sure if this is common or not.