The VPN client has to be designed to work with the VPN server. As the previous poster pointed out, there are different protocols. For example, Cisco uses ipsec. I don't know if the built-in ipsec vpn works - I've always used the official Cisco client.
bottom line - you can't just mix-n-match.
Or are you looking for a free service? If so, then why not use Hotspot Shield itself?