FedoraForum.org - traceroute linux vs. tracert Windows

Looks like yet again we've answered our own question

http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/tracert.mspx

This web site indicates that Microsoft's tracert uses ICMP packets, while by default traceroute uses UDP packets. Using traceroute with -I mimics the windows behavior, and in our case solves the problem. It appears the firewall/router we use to handle the VPN connection blocks some UDP traffic, but not the required ICMP packets. Never a dull moment!
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