Scripting

What VPN agent are you using.  It will create it's key under HKLM\SYSTEM\CurrentControlSet\services.  Our Cisco anyconnect VPN agent uses vpnagent for it's key set.  I suggest you use something to compare the registry before and after the install to find the keyset.

http://www.itninja.com/link/regshot-is-an-open-source-lgpl-registry-compare-utility-1

I think it might depend on what VPN setup you have, but take a look at the "rasdial" command:

http://technet.microsoft.com/en-us/library/bb490979

It the MS VPN client. dose any one know whats service is it running?