В Windows 7:
Create a scheduled task named "Auto VPN" or something similar
Tick the Run whether user is logged on or not
Tick the Run with highest privileges
Select Configure for Windows 7, Windows Server 2008 R2 in the Configure For drop down box
Create a the trigger for the task and set the Begin the task drop down to At startup
Create an action for the task and set the action to Start a program
Set the Program/script to c:\windows\system32\rasdial.exe
Put the name of the connection to be made in the Add Arguments box*
*If the name contains spaces you will need to enclose the name in quotation marks
*You may need to additional rasdial parameters to the Add Arguments box dependant on the connection properties
Clear all task Conditions
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Вы не указали версию операционной системы, поэтому у меня не было выбора, кроме как искать общее решение, а не отвечать вам напрямую.