First, I had to install PPTP for NetworkManager
sudo apt-get install network-manager-pptpNow, we can do setting PPTP VPN.
Just enter gateway, username and password your PPTP VPN will be now ready to work.
But for me, I want to go out to normal internet with my internet router not to go through my office network. I have to do something a bit.
In editing vpn, click on tab IPv4 setting -> Routes.
Enter ip(s) that want to use vpn and netmark.
You can leave another 2 columns, gateway and metric blank.
Thick in box "Use this connection only for resources on its network"
Credit : VPN - Ubuntu Wiki, Howto configure PPTP VPN in Ubuntu Intrepid and Jaunty
Testing OS : Ubuntu 9.10 (Karmic Koala)