Remote login into Windows from Mac using Remote Desktop Client and VPN
I do this all the time and more often than not it is a subtle configuration issue on the PC side.

But first (once your VPN is active) open up terminal and ping one of your servers, network devices, workstations or a printer by IP address. One that you know will respond to a ping when you are AT work (EG no firewalls or stealth mode)

Once you have verified that you know that connectivity is there you want to verify that RDP works from one PC to another INSIDE your network. EG can you RDP in from someone else's PC to the PC you want to get to?

This should start you on the way. The first one to verify your VPN is working right and the second to verify your workstation responds properly to RDP requests.

That will significantly narrow down your search to your VPN connection being mis configured or an issue with your firewall and VPN or possibly your workstation having an RDP issue.

The new MS Remote Desktop for the Mac works very well (just remember that a two finger tap is a right click) and I have had no issues connecting with a variety of Win7, XP workstations and 2003, 2008, 2012 servers. so it is unlikely that is a problem.

And one more thing, do you have Little Snitch configured to block MS Remote Desktop?