Fortunately, there's a simple workaround. I'm going to assume you already know how to get your VPN connection up and running. (If not, leave a comment below and I'll tackle that little nugget in a future post.) Once you're tied into the VPN, follow these steps to create the shortcut:

1. Click Start, type Network, and then click Network and Sharing Center.

2. On the lefthand side, under Tasks, click Manage network connections.

3. You should see your connection listed in the Virtual Private Network section. Right-click the icon, and then choose Create Shortcut.

4. Vista will indicate that you can't create a shortcut here, but would you like one on the desktop instead?