I tried to use my company laptop outside of the office for the first time. I clicked on the "VPN" option in the start menu which the company had installed on the laptop. Up came a browser, trying to access the VPN page (accessible from the Internet). However, it didn't work, as the browser was trying to connect to the company's web proxy. The company web proxy is obviously only available once one is in the company network, i.e. once the VPN is connected.
(The solution was to include the VPN website server in the list of sites not to use the company proxy for; however as I only just managed that, I wonder how many of the non-technical users within the company will manage it.)