Do you have a VPN service provider that supports OpenVPN connections? Tunnelblick is for OpenVPN and does
support PPTP.
Tunnelblick is only for Mac OS X -- what version of OS X are you using? (Click the Apple icon, then "About this Mac" to find out which version.)
What version of Tunnelblick were you installing?
Were you installing from an administrator account? (That shouldn't be necessary, but maybe there's a bug.) The first account you set up on a computer is, by default, an administrator account, but if someone else set up your computer, you may not be logging into an administrator account.
Tips:
(1) Download a fresh copy of Tunnelblick from the official
Downloads page.
(2) Install Tunnelblick 3.2.2 (the latest stable version), not the beta.
(3) Install by double-clicking the downloaded disk image, and then double-clicking the Tunnelblick icon in the window that appears.
(4) When installing, if Tunnelblick encounters certain errors, it waits a few seconds and then tries again. So the installation process can sometimes take 30 or 40 seconds. That's unusual -- it usually takes a couple of seconds -- but it can happen.
(5) Inspect "All Messages" in
the Console Log for error messages. (You can search for "Tunnelblick" in the upper-right corner of Console to fitler out irrelevant messages).