Looks like the VPS isnt setup to allow incoming Remote Desktop Connections or it has an ACL applied. Get in touch with whoever provides the VPN and ask them to have a look.
Dave
My Computer
Computer type
PC/Desktop
Computer Manufacturer/Model Number
Custom
OS
Windows 7 Ultimate x64
CPU
Intel Core i7 2600K (O/C 4.7GHz)
Motherboard
Asus ROG Maximus IV Extreme-Z - Intel Z68 Chipset
Memory
8GB Corsair Vengeance LP, DDR3, 1600Mhz
Graphics Card(s)
Nvidia GTX 460 Graphics Card
Sound Card
Onboard
Monitor(s) Displays
Dell E228WFP
Hard Drives
2 x 500GB Samsung SpinPoint Drives (1 for OS, 1 for Data and Apps)