SSTP VPN - Native Support
Microsoft PPTP VPN is using a weak algorithm (MS-CHAP v2 which can be cracked) so you should upgrade to SSTP vpn protocol available from Windows Vista. You could allow users to download certificate from user portal and no more actions are required on client side. Think about whem you need to manage 100 users and you need to manage them, such as udating their client or when they move from once PC to another. In this way, is the client OS that manage the entire overhead and from XG side is another add-on from TMG's competitor.
The same request has been asked even for UTM9 from long time, now.