I have been puzzling over this for a while.
We connect our remote laptops via VPN to the workplace. The user usually has a wireless setup so without preconnect, the VPN is started after the user has logged on once a wireless connection is established. Then he runs a local login.bat to map the user environment suitable for his location.
When the user logs on via a cabled connection he can use the VPN from logon screen as connectivity exists. In such case the logon is very fast (less than 10scs) but in above case it takes 50-60secs sometimes longer.
It all boils down to Windows trying to reconnect the network drives which have been mapped previously. the notification icon (windows could not connect...) does come up after login.
This also happens if the script is set to 'non-persistent' or if I run a net delete before reboot/logoff.
Under XP there was a neat option to stop this by hiding connected devices (I cannot remember the exact command) but apparently under Windows Vista and above the network code has been improved by MS to make this unnecessary.
How do you deal with this? Is there a particular way of configuring VPN? I cannot run the script from the server as the script is different for some of the locations, i.e. the user may be travelling or have a home server....