I'm going to take a guess here that the hotel is using NAT which usually breaks VPNs. I doubt very much that the hotel chain has a large enough block of IP addresses to provide one to every user.

Virtually every SOHO router I used in last two years supported VPN (PPTP) through NAT out of the box (with telnet, ssh, ftp, X, assorted IMs as well as various Win protocols tunnelling without a hitch). Actually, the only one that didn't was an old Compaq-branded repackaged piece of garbage that was otherwise very flaky, too.