Aye - it does seem quite tricky to get working!
Try completely turning off the firewall. You need to use the CLI option to do this (or use the CLI browser in the advanced section - link in the top right of the screen) - setting it to level disabled in the web interface doesn't completely remove it.
Not 100% sure about the command, its probably something like "firewall state=disabled", but if you use the CLI browser (or try starting to type a command and then press tab to bring up the available options to complete it in the CLI) you can easily find out what it is..
NB - check of course trying to ping an actual computer in the remote LAN, not the remote router itself. You'd need to specifically enable the ICMP echo responder service on the tunnel interface before that would work
Kindest regards,
James Sweet
http://www.zen.co.uk