You are trying to go from LAN to WAN?
I assume then you have a VPN client trying to access a VPN server somewhere on the internet. If so you simply need to check PPTP or IPSec pass-through (depending on your protocol) if anything. Generally even that is not necessary. All outgoing connections are allowed by default. Configuring the firewall for outgoing PPTP would probably be counterproductive.
If by chance you are trying to connect a LAN client to a VPN on your network via the D-Link's public IP, it will not work as that router does not support "hair-pinning".