If you have a version of “old” Checkpoint, from R71 and before, with a license Extender SSL (clientless VPN over port 443) certainly will not work under Windows Vista and Windows 7. The Java client (or ActiveX) will return an error “failed to load”. The problem has been confirmed by Checkpoint itself.
The solution for the new Windows operating systems (excluding XP family) is to download a small application called SNEX that actually goes to update that installed from the web page SSL extender.
However is possible (obviously for the sys-admin that manages the property Checkpoint) to update the client SNEX the webserver Checkpoint as documented in this page.

