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I'm using CentOS and Debian. I want to have a VPN server that could be used as proxy server, cos I need that for gaming purpose.

I don't want to use OPENVPN, because that needs to install a client to connect. Instead, I want to use original windows VPN connection to connect to VPN service.

There are a few examples I followed on the net, but I can't visit any website after I connected to VPN server.

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If you can get a working connection to the VPN server the hardest part is done. The problem you are experiencing arises from the fact that Windows VPN Clients per default change the default gateway to the tunnels endpoint.

Since you surely haven't configured IP Forwarding the attempt to send the packages through the VPN Server must fail. You have to possibilities:

You might want to enable IP Fowarding on your VPN Endpoint. This can be achieved with the following command:

echo 1 > /proc/sys/net/ipv4/ip_forward

Alternatively you might change the settings of the VPN Clients to not alter the Default-Gateway. This can be set in the configuration. To get there you must

  1. open the VPN connections properties.
  2. Switch to the Network-Tab
  3. Select TCP/IPv4 and click on Properties.
  4. Open the extended Settings with the button on the bottom of the window.
  5. Uncheck the checkbox at Use default gateway on remote network
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