Check your ISP's terms of service.

Many domestic ISPs explicitly forbid using VPNs on their network.

My ISP is no exception. From the [link|http://ntlworld.com/legals/user-policy.htm|NTLWorld User Policy] :

18. Use of Virtual Private Network (VPN)

As stated above, the ntl Internet and/or Interactive Services are for residential use only and we do not support the use of VPN. If we find you are using VPN via the ntl IP network we may instruct you to stop using it and you must comply with this request. This is in order to prevent problems to ntl (eg network performance) and other Internet users.

I suppose the reasoning is that if you have a need for VPNs then you're a business customer that they'd like to sell a more expensive package to.