|Yes, seems that VirtualBox doesn't support GRE.|
So VMware does support it, but I don't now, whether you have VMware.
VMware is also available for Windows and Linux.
There is surely other virtualization software, that do support GRE forwaring correctly.
You may have to google for it and do your own researches, now, that you know, what you're looking for.
Btw: You need this VPN, to authenticate at your ISP?
The original poster should always write the last response !!!
Let us know, if the problem is solved !!!