Since I am on the road quite often I need to VPN into the internal network while I am out and I have noticed that if I start the Virtual PC host software on my machine prior to establishing the VPN connection my guest PC can't connect to the internal network via VPN. But if I wait until the VPN connection is established and then I fire up the Virtual PC host then everything works like a charm.

A friend of mine told me how frustrated he was that sometimes he was not able to get the Virtual PC connected to the internal network he had open many support cases and had gone through many hoops like having his VPC removed and rejoin it from the domain installing some hotfixes etc. and once I told him what I had found he is now a happy camper and has been able to connect properly since then.