After setup pptp vpn tunnel with pptpd under linux, you can access most of sites with no issue. But if you find you can’t open some sites like: www.alexa.com, then this is more like a tcp mss size issue, simply ssh into your pptpd server, and run the command below:

iptables -I FORWARD -p tcp --syn -i ppp+ -j TCPMSS --set-mss 1356

Most likely, it will fix your problem.

Thanks the post here point me to the right direction:

http://zeddicus.com/articles/2010/09/10/pptp-vpn-for-individual-sites-can-not-access-solution.html

For what this TCPMSS is:

http://en.wikipedia.org/wiki/Maximum_segment_size