Depending on the type of Cisco and Check Point device you have there are a couple of documents that you might want to take a look at.
The first involves configuring an IPSec Tunnel Between a Cisco Router and a Checkpoint NG.
http://www.cisco.com/warp/public/707/ipsec-checkpt.html
If you have a Pix you might want to take a look at this document.
http://www.cisco.com/warp/public/110/cp-p.html
The important thing to note is you need match up the phase one (ISAKMP) and phase two (IPSEC) parameters on both ends.
Good luck!