|I am real sure now you are confusing ICS with VPN.|
If you scroll down a bit in the link I provided you will see "windows ICS connection" for the how to.
I suspect this is all for naught
"The firewall of the network i am on doesnt allow xbox live, so by using the VPN i can gain access to xbox live. "
ICS won't make a difference since all you did was add a layer between the firewall and xbox. That does nothing. Firewall won't let the xbox ports work. Doesn't matter if you plug the xbox direct or route it thru a dozen pcs they all end up the same place: blocked by the firewall.
Now perhaps your thought is to go thru the firewall with your vpn. First assumption is that they haven't configured those ports as closed also. Second assumption is that a vpn puts you on the internet like if the firewall did allow xbox ports. It doesn't.
Now if you had a remote vpn server or device that also had internet connectivity perhaps you could via a vpn get xbox live to bypass the firewall. But consider the following;
1. if school or work you are in violation of policy and could be terminated or kicked out of school
2. if you did get it to work via the vpn it would be dog slow since it has to travel thru your pc, the firewall, the vpn device in and out to the internet before it even gets started on the journey to a xbox live server.
Imagine the power if you knew how to internet search