Windows VPN surprise: More configuration required

When you create a new VPN connection from the Metro-style Windows 8 UI, it may require more configuration in the traditional Network Connections item if you use a Microsoft VPN provider, e.g. a Windows Server machine running RRAS. Specifically, the Security tab needs to have an Authentication option chosen. Once I set Data encryption to Require encryption and used the bottom half to allow CHAP and MS-CHAP v2, my connection worked.

Working settings for connection to Windows Server 2008 R2