That's quite a list of stuff!
Network - Are you sure that it's the right icon telling you connections are available? Is it the 'Ramped Wireless Strength Bars' or the 'Computer Monitor w/ Network Jack' icon that is giving you this message? Just want to be sure you aren't picking up on an unplugged WIRED network status that might be displaying by accident. AFter re-reading, perhaps the icon you are hovering over IS YOUR VPN Network Icon... That makes more sense.
Perhaps you need to uninstall/reinstall the VPN - See what the icons do as a result of uninstalling, then reinstall with hopefully a good installation.
All Versions of Windows 7 support VPN connections. You do need to have the correct settings for your remote site. Have you talked to the Admin at the remote site? Or are YOU the admin at the 'remote site'...
XBox Media Center - WoW - I am falling behind
The couple of articles I have found seem to think this may be a really ... educating task, and that it might take a bit of time... Better get the network part dialed in first.
Keep us posted...