i had the same issue. the mac os x has a built in VPN, but my problem was the firewall the company has.
I could not get in unless I used the client (free for windows people). The one they used is sonicwall (very popular I guess).
So, I found equinux (mac only). They have a product called tracker for this exact thing. 90 bucks later, I am now able to get into a company using either sonicwall or many, many other firewalls.