This happens sometimes and is not a cause for worry at all.
Here we have provided a detailed, step-by-step guide for troubleshooting:
http://www.purevpn.com/speedup-tips.php
We strongly recommend you try all techniques provided in above write-up. If none help then you will need to adjust your MTU settings in your Windows Registry.
Please follow these steps to modify the MTU settings.
First step you will need to determine what is the optimal value of MTU for you:
Look at here:
http://www.howtonetworking.com/VPN/mtu4.htm
Secondly, you will need to look here on how to modify registry for correct settings:
http://support.microsoft.com/kb/826159
For MAC, please refer to here:
http://support.apple.com/kb/HT2532
If this doesn't help, try to switch protocol ie PPTP to L2TP and vice versa. In 50% cases switching protocol solves the issue.