For the last 3 days, every time it try to connect to VPN I get a message saying "authentication failed". Please help me to re-connect.
The authentication fail can be caused by various reasons:
The network you use to connect to Internet doesn't allow you to properly establish a connection. Switch the network or disable the firewall if it's your own network.
The credentials you use have been disabled. Contact the administrator of the VPN and ask him about the status of your login items.