VPN Masquerading problem

Here is the setup:

Win2K PPTP Client------RH 8.0--------INTERNET------RH 8.0 PPTP Server

Cuz my RedHat 8.0 uses 2.4 kernel and only one PPTP client in the
network
As stated in
http://www.impsec.org/linux/masquerade/ip_masq_vpn.html

I don't need to patch the kernel.
I just need to add the normal masquerading rules.

/sbin/modprobe iptable_nat
/usr/local/sbin/iptables -t nat -A POSTROUTING -o ppp0 -j MASQUERADE
echo 1 > /proc/sys/net/ipv4/ip_forward

However, Win2K PPTP Client can't establish VPN connection successfully.
The negotiation stops just after the authentication.
Below is the error message in RH 8.0 PPTP Server:

GRE: read(fd=6,buffer=8055600,len=8260) from network failed: status =
-1 error = Protocol not available
CTRL: GRE-tunnel has collapsed (GRE read or PTY write failed
(gre,pty)=(6,5))
CTRL: Client 219.133.238.250 control connection finished

But if Win2K PPTP Client connects to Internet directly (not thru
firewall),
the VPN connection can be established!! (using the same setting)
Why???