The VPN connection problem seems to be resolved by disabling IPSec, L2TP and PPTP in my WTR54GS travel router. It should be enabled by right since IPSec is used for tunnelling. No idea what is happening. I tried this settings because I googled that someone with a similar problem had fixed it with the same workaround.
It could be because of a bug that the meaning of disabled and enabled is inverted in the router settings.
Anyway, I am happy now. Wait till I go back to KL the next time to confirm.