Another option that is often useful as it works over a VPN or simple ssh connectivity is ssh tunneling or X11 forwarding over ssh. Hopefully this will get you started tracking down the problem.

Opening Xhosts (with + for all hosts or something similar) isn't too bad if you have a locally protected network and you're going over a VPN. It will tell you that it either couldn't connect to the host (a connectivity problem) or authentication failed (you'll need to coordinate Xauth on your host and local machine or Xhosts on your local machine). On the UNIX host run something like 'xclock' or 'xterm' to see if it runs.If there is nothing displayed try 'export DISPLAY=VPNIP:0.0' where VPNIP is your VPN IP address and 0.0 is the port you saw in step 3 minus 6000 with. On the UNIX terminal type 'echo $DISPLAY'.If you see VPNIP:6000 or something similar, take note of what it says and remote shell into your UNIX host (hopefully something like ssh, if not whatever you have to get a text terminal).Check if there are some Xming settings to make it bind to other or all interfaces. That will probably not work over the VPN. If there's no VPNIP:6000 it may be binding only to your localIP or even 127.0.0.1. It may not be 6000 but chances are it will be something like that.

You should see something that either says localIP:6000 or VPNIP:6000. Run 'netstat -n' to see how it's binding to the interface. Run ipconfig to be sure you have the two IP addresses you mentioned (your local IP and your VPN IP). One test you can do to manually verify the DISPLAY variable is correct is: I don't use Xming myself but there are some general phenomenon to check for. Chances are it's either X authentication, the X server binding to an interface, or your DISPLAY variable.

X vpn for windows