If you are able to determine the public ip address of the host pc and that ip address doesn't change then you can connect via that address, whether or not you are connected to a VPN or not.
You can also create a RDP connection that can be accessible via a web address (i.e. myrdp.rdp.com). You can use a free hosting service (DYNDNS). By setting up the domain, and then the site you will be able to connect to the RDP via the new web address. However this does bring in security issues of the fact that the RDP is now available to the entire public. Will someone actually find "jacksrdpconnect.rdp.com" probably not, but its there and it can be found.
With both of these options make sure that at least your RDP connection has a STRONG password. You will also have to configure your router to forward the RDP connection's ports (TCP 80 and 3389) from the remote pc's ip address. good tutorial here
Finally, an understanding of how VPN's work is necessary. When you are connected to a VPN then you are in essence connected to that remote network, which then routes the packet requests through the remote server. If you are connected to and then disconnect you are in essence disconnecting (although brief) from the internet and reconnecting to your home or current network.
Note: picture is from wiki
If you are connected to a RDP the flow of information is from the current routers/servers in between you and the remote PC. If a connection is severed (disconnection of VPN) or initialize (connection of vpn) then that route is interrupted thus causing packet failures and a disconnection from the remote PC.
If you wish to know more about VPN's and how they work then I suggest looking at this wiki for more info. There is especially an interesting bit on "mobile VPN's" which may suit your needs, but is possibly a costly option.