I set up a VPN on my server, everything seems okay but when I connect to it from Mac (didn't try windows) I can connect, I can send data and from the server I see that it receives it but it does not send any data back...
Did you ever happened to see this? Thanks a lot!
Its hard to say for certain due to the lack of details in the question but it sounds like a routing problem to me.
If you're VPN subnet is different than your LAN subnet you'll need to add a route on your LAN's default gateway that sends traffic for the VPN subnet to the VPN server so that the traffic can properly be routed back.