actually you can install CA certs on Windows Phone via Email, Internet Explorer, maybe even QQ Data Link. e.g., CA cert of GoAgent, Fiddler, etc. but since there was someone using this to jailbreak early version of Windows Phone 7, the certs installed by users then have only limited privilege.
but this is not the point. the point is... i too have the problem connect my VPN... T-T and what do you mean by adding quote? I am not familiar with the server configuration stuffs, wondering whether you can help me out... and thanks a lot.