These are more limits in PPTP than other VPN protocols.
NAT sometimes does not play nice with PPTP. Though m0n0wall seems to have this licked, and it works rather well.
Major “Gotcha!” If you are visiting a remote network where the network range is the same as the network range on the PPTP Network (your LAN network in most cases) then the PPTP tunnel will not work. E.g. You are using a WiFi connection in a local coffee shop and the network range it has put you in is 192.168.1.0/24. You try to connect to your home network via PPTP, but your home also uses 192.168.1.0/24. The tunnel/authentication to the PPTP server will happen, but no traffic will go across that tunnel due to the “confusion” in the TCP/IP stack on your workstation. To get around this use some odd network range at home. E.x. 192.168.88.0/24. Most people use 10.0.0.1 and 192.168.1.0 so try to set your home network differently. This will also help when you setup IPSEC tunnels between your house and say your friend’s house.
Some ISP's use unreasonably short DHCP lease times, like one hour. If the PPTP client machine gets a short lease from DHCP, it will lose internet connectivity after the lease expires. This is because all network traffic, including your DHCP renewal requests, are going across the VPN. Since it can't hit the local DHCP server through the VPN, when the lease expires your machine will release its IP address. This causes the loss of all connectivity. You have to disconnect from the PPTP (if it doesn't disconnect itself), renew your IP address, and reconnect. This is common on Windows hosts, and likely other OS's as well. If this happens, contact the administrator of your DHCP server (likely the client machine's ISP) and get the lease time lengthened.
The author has seen this situation numerous times, and in every case, the ISP was willing to help and resolved the problem. Your mileage may vary.
UPnP packets from your LAN do not make it to the PPTP network. This is more than likely because the current version of m0n0wall does not support UPnP. (In English: those of use having dreams of accessing our ReplayTV ™ or other media devices that use UPnP can dream of other things for now. It is actually more secure to not have UPnP on a firewall, but some people overlook that so they can use voice chat software and DVRs.)
Network Neighborhood in Windows does not work over PPTP connections because broadcasts are not forwarded across the PPTP connection.
I haven’t really beaten the PPTP tunnel that much yet, so if you find more items that don’t seem to work right let me know and I will add them here so people don’t go crazy trying to figure out something that just won’t work. ;)