Yes, on the watchguard you have to grant user PPTP rights to connect.
In Windows all you have to do is create a new connection and select the option that says something about create a vpn and follow the prompts.
Once the connection has been created, you can connect to your Watchguard using the User Name and Password (both are case sensitive) that you assigned.
Hope this helps some what, I know I could be clearer, but if you have any questions just ask,
Chad