We have 2 VPN networks at work. However, when we installed the VPN client, only one showed up. I tried to find a way to add the other VPN network and set it as default using the GUI interface, but there was no such option.
I found a document on the Cisco web site about how to customize the preference. The default host is specified in a preferences file. The file is called preferences.xml and is at this location:
C:\Documents and Settings\username\Local Settings\Application Data\Cisco\Cisco AnyConnect VPN Client
C:\Users\username\AppData\Local\Cisco\Cisco AnyConnect VPN Client
Use an editor and open the file. Find this line and enter the VPN server name.
You can see the server name the next time you run Cisco AnyConnect client.