I connect to a client that uses Cisco's Anyconnect VPN. When I connect, the anyconnect overrides my default gateway, forcing all of my internet traffic thru them. With the VPN client built in to Windows, I could uncheck "use default gateway on remote network" and then manually create some routes go get to machines on that network. However, no such luck with the cisco client. It provides no such option.
I've tried to delete or change the gateway with netsh which appears to work, but then route print still shows the remote gateway as the default. "route change 0.0.0.0" and "route delete 0.0.0.0" have no effect.
This guy was able to do it in linux, but so far I've not made any progress in XP:
http://www.petefreitag.com/item/753.cfm
Split tunneling for Cisco devices is configured on the hardware you are establishing your connection to. If split tunneling is not setup on the router/pix/asa/etc, I do not know of any other way to change how traffic is routed when connected to a VPN.