I don't know what the difference is, I think windows VPN uses general protocols that most VPN server use.
I only have experiance in openVPN that is built into Untangle router that I uses at my house. You can setup your own openVPN server, but with Untangle it is setup for you, and is easy to use.
But You do need to install the openvpn software. windows built in VPN does not support OpenVPN. Untangle will build an exe file for each computer you want to be able to remote access.
It will also allow site to site VPNs so if your have 2 offices you can connect them together.
It also can do other stuff, that might be of interest if your networking for small company
Here is Untangle web sight the best part the price starts a $0.00 http://www.untangle.com/