Monitor RAS, VPN or Dialup Connections
To monitor a dialup or VPN connection, open Tools -> Options... and click Monitor all connections.
Or, set the "Use automatic configuration script" option in your browser.
To monitor a VPN or dialup connection that is always active (instead of a LAN connection), set the HookConnectionNamed registry value to the name of the connection from Internet Options.
Note: IE will always use the proxy settings from any active VPN connection, whether or not that VPN connects to the Internet.