I have Windows 7 Home Premium edition that came with my laptop.
I currently have the following way to use it:
Start -> Help and Support -> vpn -> Search -> 3. Set up a remote connection to your workplace using VPN -> * Click to open the Connect to a Workplace wizard. -> Yes, I'll choose an existing connection -> select one -> Next Enter Credentials -> Login -> Now log in via RDP to the computer I want.
Close RDP Reboot (to make sure that I am disconnected from VPN).
Seems like a pretty stupid way of doing it in Windows. What I would like to have is notification icon which will show me whether I am connected as well as a desktop shortcut to start the connection. If I have to use a batch or a Powershell script, I will, but I would rather not.