Windows – FortiClient SSL VPN: Failed to start SSLVPN tunnel client

With a VPN the first things I think about are routing issues related to the creation of the the new "virtual" network interface (i.e. default route, netmask, NAT) - these are usually dealt with automatically. A related issue is DNS lookup. Can you still access your nameserver? Are you able to use Google's public nameserver as a substitute? (8.8.8.8)

I think you have the key to your answer in something you said: "all of [my colleagues] have the softwares (sic) which I have installed except Sonic Wall Global VPN client". It certainly sounds like a firewall issue - since Skype is able to find its way through firewalls you are able to continue using it; whereas client software expecting to be able to access a port in a "normal" fashion in order connect to external services are blocked by the firewall. Have you checked your firewall settings to be sure they are properly handling the VPN connection?

I had a similar issue after installing FortiClient 5.4. Could not ping or connect to Remote Desktop even though FortiCleint VPN would connect.

After reading your issue and several unrelated ones, I uninstalled Dell SonicWall (only installed to support Cisco 5.0.07) and Cisco 5.0.07 and I was back in business. Not sure which of the two were the cause. Not sure how much this helps if you have to keep the old Cisco client, but perhaps will provide a avenue for searching for a workable solution.