Try adding domain name of the network you are connecting to the configuration of your VPN connection. In XP:
['Network' tab]->[Properties button with TCP/IP selected]->[advanced]->[DNS tab]->[append these DNS suffixes] (or perhaps 'DNS suffix for this connection' - I have both )

We use some third-party SW router on Windows (I don't recall which), and have no problems establishing multiple PPTP connections, although we also use NAT. I don't know what the people we are connectiong to use as PPTP endpoint.