Access "Control Panel" from Start menu
Click on "View network status and tasks".
Click "Set up a new connection or network".
Select "Connect to a workplace" and click "Next".
Click "Use my Internet connection (VPN)".
Enter VPNConnected server address in the Internet address field, then enter VPNConnected SSTP as the name of the connection in the Destination name box (you can name it as you want), then click Create.
Right click on Network Access icon and click "Open Network and Sharing Center"
Click on "Change adapter settings"
Right-click on VPNConnected SSTP icon then click Properties
Change the Type of VPN to be SSTP VPN, so the client does not probe for different kinds of VPN. Set the Data encryption to Maximum strength encryption (disconnect if server declines) or Require encryption(disconnect if server declines). Down below in the Authentication context, make sure to have only "Microsoft CHAP Version 2 (MS-CHAPv2)" selected. Switch to the Networking tab
On the Networking tab, uncheck "Internet Protocol Version 6" and "File and Printer Sharing for Microsoft Networks" and click OK
Click on Network Access icon from taskbar, then "Connect" on VPNConnected SSTP
Enter your VPNConnected username & password and click OK. Done, your Windows 8 now should be connected to the VPN server via SSTP protocol.