How to verify UDP port 500 (IPSec VPN) is open

get the nice GUI version of nmap from http://nmap.org/dist/nmap-5.51-setup.exe
install it , choose all the defaults, it will want to install WinPCap, thats fine
start    nmap- Zenmap GUI      it should be on your desktop now
past this into the COMMAND box
nmap -sU -p 500 -T2 -v -Pn vpn.mycompanyname.com  (it will work a lot better if you replace this domain name with the name of the vpn server you are trying to connect to)  (this command is case sensitive)
and click the SCAN button

if UDP 500 is open and waiting for VPN connections the output will include this
PORT    STATE SERVICE
500/udp open  isakmp

if something is filtering UDP 500 the output will include this
PORT     STATE         SERVICE
500/udp open|filtered isakmp