For Checkpoint VPN, it does work. You have to install the latest VPN client, then you have to have Remote Desktop Connection for Mac installed (either from MS Office 2004 for Mac or download from the MS - mactopia website). Once you have these installed, you have to have a working internet connection, flip on VPN (depends how your company has it setup...ours is login creditals that verify against Active Directory), and then you are internal to your company network (again, depending on your company setup).
I thought Cisco VPN doesn't need an install on the Mac and the native VPN works?