Okay you have a couple of options here. You are golden with Xp PRO and W2KPRO, for these just have the user check the box"login using dialup connection" when they initailly log in. This will prompt them for the VPN connection (as well as isp connection if needed) and they will login as if they were in the office, they'll get all their stuff. Now XP Home, I know it has problems with not being able to connect to a domain I am not really up with that O/S you'll probably need a batch file, but I am not sure. Win98 and ME, you will need them to cancel through the initial login (if you don't 98 won't try to login domain later) and then have them do their VPN connection and they'll get their stuff.
Let me know if you have any problems,
Geoff