Click the start button, type VPN into the search box and click Set up a virtual private network (VPN) connection
Enter your VPN server address into the Internet address field and any connection name (for example, "ZenVPN") into Destination name field. Check the Don't connect now; just set it up so I can connect later checkbox and click Next.
Enter your VPN username into the User name field and password into the Password field. Check the Remember this password checkbox and click Create.
At this point you should already be able to connect to your VPN, however it would be using PPTP protocol which is considered less secure than L2TP/IPsec. To configure the connection to use L2TP/IPsec, proceed to Step 2.
Click the start button, type "Network" into the search box and click Network and Sharing Center
Click Connect to a network
Right-click on the connection you created in Step 1 and select Properties from the dropdown menu.
Select Layer 2 Tunneling Protocol with IPSec (L2TP/IPsec) from the Type of VPN dropdown and click Advanced settings
Select Use preshared key for authentication from the Type of VPN and enter your pre-shared key into the Key field. Click OK.
Activate the connection by clicking Connect to network in Network and Sharing Center and selecting the connection from the list.
Once you are connected, visit this page to see your new IP address and confirm that everything worked correctly.