Joining Computer To Windows Domain from Home using VPN

I just install the third party VPN appliance on my network. It is  a SSL VPN type. To tunnel the VPN I just need to go to the specific URL using IE and key in my VPN user name and password. There is no problem using my computer which already join the windows domain at home (I'm joining it at my Office LAN). It works OK like I'm at my Office LAN. All I did are,
1.) Start the Computer
2.) Key in my domain password (I beleive at this moment I'm using the cache credential)
3.) Windows was started and I start connecting to my ISP
4.) Go to my VPN URL and key in my VPN username and password
5.) And work as I'm at the office

But this is the scenarion when I purchase a new computer and try to joining it from my home

1.) Start the Computer
2.) Key in my LOCAL user password
3.) Windows was started and I start connecting to my ISP
4.) Go to my VPN URL and key in my VPN username and password
5.) At this moment , I can ping to my domain controller and any other internal server
6.) Joining the computer to the windows domain
7.) As usual, I need to restart the computer for the setting to take effect.
8.) Restart Computer
9.) After  pressing CTRL-ALT-DEL, I can see my domain in the list
10.) I key in my windows domain username and password but it seems cannot log me in because my computer cannot find my Windows domain. I beleive there is no cache credential at this moment since this is my first time login
11.) Then I have to login locally
12.) I did the same steps for connecting to my VPN but it still back to the squrae one because I have to logon to my domain. When logoff, my VPN connection was disconnected.

Any ideas to create the first time domain user caching credential ?

aihaiaiAsked:
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ormerodrutterCommented:
Since the machine is a member of the domain, you can use an option at logon called "Log on using dial up connection" (don't worry, it works for VPN too) which will initiate the VPN and then log the user on with the connection to the network. Then, when you go to logon, click the Options button on the logon box  Tick the box Log on using dial-up connection and press the OK button to logon. You will get a box with a selection of connections - pick the one which is the VPN one and accept it. The connection will be established then user logged on.
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