When I have a bunch of sessions running and then lose my VPN connection, rather than just being able to close all my putty windows that were terminated and start over, I have to go to each window and click on the 'OK' within the "server unexpectedly closed network connection" window. I'd like it if I wasn't shown this window. Is there any way to do this? Thanks!
Try changing "Close window on exit:" from "Only on clean exit" to "Always".
If that doesn't work -- there is a lot of forks of PuTTY that add features. Look here to start.