Cant Connect to my VPN

[#1]

Linksys WAG54G v2 and v3 work well, and are cheap on eBay !

[#2]

Thanks for the router names.
Can someone confirm if they are using a Belkin router for VPN and if so which model.
I am using Belkin G+ MIMO Router - F5D9630-4 ver 4002uk.
I cant connect to my VPN using this router. Is anybody else having or had this problem?
Many Thanks

[#3]

Used my old BT Voyager 105 Modem fixed line to test VPN and guess what it worked 
Is anyone using a belkin modem (G) which works VPN.
I just want to know why I cant get my belkin wireless modem/router to work.