В описании продукта читаем:
PPTP pass-though
Но в на странице настройки WAN видим:
WAN Settings
Please select the appropriate option to connect to your ISP.

Dynamic IP Address Choose this option to obtain an IP address automatically from your ISP. (For most Cable modem users)
Static IP Address Choose this option to set static IP information provided to you by your ISP.
PPPoE Choose this option if your ISP uses PPPoE. (For most DSL users)
Others WAN Type for PPTP, L2TP and BigPond Cable connect to ISP.
PPTP (for Europe and Russia use only)
L2TP (for specific ISPs use only)
BigPond Cable (for Australia use only)

PPTP
Dynamic IP Static IP
My IP Address
My Subnet Mask
My Gateway
Server IP/Name
PPTP Account
PPTP Password
Retype Password
Connection ID (Optional)
Maximum Idle Time Minutes
MTU
Connect mode select Always-on Manual Connect-on-demand

Похоже, что DI-724P+ САМ может поднять VPN соединение PPTP?
MS Chap поддерживает?

pptp соединение устройство поднять может.
Mschap поддерживает только первой версии, без шифрования mppe