We use Cisco AnyConnect VPN to provide remote users with access to servers behind a firewall. AnyConnect also has a utility that enables users to logon to VPN before logging on to the computer. This is very useful for laptops. The utility is called Cisco AnyConnect VPN Client Start Before Login Components.
Once you have the utility installed, you will be prompted to logon to VPN first on Windows XP. However, it does not prompt you to logon on Windows 7. Here are the steps to get to the VPN prompt on Windows 7 Enterprise: