If the VPN is not working with the given installer, you need to set up the package in Compatibility mode. Right click the package, choose Properties and Compatibility. Pick Windows 7 from the list and click OK, then try to run the setup again. If you encounter the same error, then I suggest you look for an updated version of the VPN package. As a side note, Windows 8 is similar to Windows 7 regarding the way it's working and the applications it supports and there is a big chance it will work as I have said.
