I believe you were close..
The command you were looking for is rasdial.exe
Create the shortcut on your desktop as rasdial.exe then all you need to have is the name of the network. ie... rasdial.exe "Work Network"
or whatever you have called your VPN Connection.
Then put it in your Startup folder just like you would any other program you want to run on startup.
- Right-click the desktop, choose New > Shortcut.
- Enter rasdial.exe as the location of the item; click Next.
- Type a name for the shortcut, e.g., "Work VPN"; click Finish.
- Right-click the new shortcut, choose Properties.
- Edit the Target to be
C:\Windows\System32\rasdial.exe "Work
Network"
Copy the shortcut into your Startup folder: %userprofile%\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Startup\