PPTP VPN kernel module

Support is there, but its built in, not a module. Get your script to soft fail on that error, and you should be golden.

I'm on ubuntu trying to setup vpn and running into the same problem, but the answer above just doesn't make sense to me at all.

Many options in the Linux kernel can be built either as loadable modules, or directly into the kernel image. This is selected during the kernel configuration step.

In miguimon's case, the code for the CONFIGPPPMPPE option has been built into the kernel. (Had it been built as a module, you would have seen CONFIGPPPMPPE=m).

Because this capability has been built into the kernel image, it is neither desirable nor possible to load this same code as a module. A script which tries to load it as a module will receive an error. mwalling is suggesting that the script be modified so that it does not exit if an error occurs when trying to load the module.

tl;dr: your pptpsetup is broken and doing the wrong thing, not the kernel. You need to fix pptpsetup to ignore the error.