1. So you can copy and paste files over the VPN?
2. Can you check your MTU?
When you are connected into the VPN host from the VPN joiner, you can do a small test to establish your correct MTU (Maximum Transmission Unit). If the WinGate Hosts' internal IP Address is 192.168.0.1, then from the joiner, do the following.
(Windows) Start Menu --> Run --> cmd
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ping -l 1500 -f 192.168.0.1
If you do not receive replys then lower the 1500 to say 1000
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ping -l 1000 -f 192.168.0.1
If you do not receive replys then lower the 1000 to say 600
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ping -l 600 -f 192.168.0.1
Once you start getting replys, edge the number up from 600 to say 800 etc etc... until you find your optimum setting. Once you have obtained it, download this utility:
http://www.dslreports.com/drtcp
And if you have a dial up connection, you must place the MTU into the red box as shown in image below. Once done, restart your computer and try to connect to your database again.
You should test back from the host to the joiner too.