Ok, I’ve run across this a few times and while I’ve never (bothered) to (worry about/research) fix the issue permanently, here’s your workaround for the situation where you are trying to launch your Windows Vista VPN connection (PPTP, etc.) by choosing ‘Connect to a network’.
Here’s what it looks like when it happens
Lame, I know. And although there is probably something sinister happening underneath, it turns out you can just ignore it (it would be resolved in a reboot, etc. but I’m far too impatient). Instead, do the following…
Open the Network and Sharing Center
Launch Manage Network Connections
Finally, right click on whatever VPN you want to launch and click Connect
It will happily let you here…