QuickVPN tries to ping the router through the VPN tunnel to verify the connection. That should work regardless whether your ISP filters ICMP messages or not. As the tunnel is encrypted your ISP won't know what you do.
Please post the matching VPN log on the RV042. That should help to see how far you get.
Do you have any firewall running on the computer? I think some firewalls have trouble with ESP traffic.
What about the router to which the computer is connected? How is that configured?