Windows Azure Virtual Network Point-to-Site connection error

Question

I have recently created an Azure Virtual Network to test connectivity between a VM on Azure with a client server on premise (point-to-site connection).

First I followed the tutorial here: https://azure.microsoft.com/documentation/articles/vpn-gateway-point-to-site-create/

Next, I provisioned another VM on Azure but not part of the Virtual Network. I downloaded the AMD64 Client VPN Package and installed it onto this VM and connected to the VPN. The connection was successful and I could point my browser to the VM1's IIS that was created within the virtual network.

Finally, I downloaded the x86 Client VPN Package and installed it onto my local machine running Windows 7 and tried to connect via VPN. Instead, I got the error: A certificate chain processed, but terminated in a root certificate which is not trusted by the trust provider. (Error 0x800b0109) For customized troubleshooting information for this connection, click Help.

The logs are:

    Operating System      : Windows NT 6.1 Service Pack 1
    Dialer Version        : 7.2.7600.16385
    Connection Name       : TestVirtualNetwork
    All Users/Single User : Single User
    Start Date/Time       : 01/05/2013, 23:02:34

    Module Name, Time, Log ID, Log Item Name, Other Info
    For Connection Type, 0=dial-up, 1=VPN, 2=VPN over dial-up

[cmdial32]  23:02:34    22  Clear Log Event 
[cmdial32]  23:02:36    04  Pre-Connect Event   ConnectionType = 1
[cmdial32]  23:02:36    06  Pre-Tunnel Event    UserName = TestClientCert Domain =  DUNSetting = TestVirtualNetwork Tunnel DeviceName = WAN Miniport (SSTP) TunnelAddress = azuregateway-66437671-fb05-4fac-83a7-1ae2313d717f-0.cloudapp.net
[cmdial32]  23:02:37    21  On-Error Event  ErrorCode = -2146762487 ErrorSource = RAS