Cisco stopped development on it's VPN Client product line. There will be no new versions, no bugfixes and security upgrades. Also, there is no 64-bit capable version of the software, so you can't run it on Windows Vista or 7 (if it's 64-bit).
This document will provide an easy step-by-step configuration guide for
the Cisco VPN Client, a windows tool to setup and run an IPSEC VPN.
First, download and install the Cisco VPN Client software. If you don't know
where to get the software, please contact our support team.
After the installation of the software package, start the program.
Now, you need to create a new connection by opening the menu Connection
Entries -> New...
Select Group Authentication and insert your SurfoNym credentials. Leave
all other settings at default values.
Now start the connection! The VPN client will ask you for user and password.
Again, insert your SurfoNym credentials.

If you're having troubles, your first step should be to look at the Log
for hints. Also check your firewall settings. Your firewall must allow:
IP Protocol 50 (ESP)
UDP Port 500 (ISAKMP/IPSEC)
UDP Port 4500 (NAT-Traversal)
An excellent source for additional information is also cisco's documentation at
http://www.cisco.com/univercd/cc/td/doc/product/vpn/client/index.htm