I'm running a freshly installed copy of 1.5.5
I have a wndr3700v2 and noticed that i could only make pptp connections if i made my machine the dmz host (not a good idea)
then I saw this
http://wiki.openwrt.org/doc/howto/vpn.n ... background
but opkg couldn't find the required package
but doing opkg update refereshed the package lists, and then the required package appeared.
everything works nicely now.
to summarize, if you're having trouble making pptp connections through gargoyle 1.5.5, do this:
opkg update
opkg install kmod-ipt-nathelper-extra