VPN and Internet Explorer

Hello all. I have a group of users that are constantly
going on and off our network. We have a VPN setup for
them to use off-network. In Windows XP, I setup the VPN
connection. When they are on our network and open IE it
wants to connect to the VPN before opening their
homepage. Our only option other than connect (which they
cannot do when on out network) is to work offline. I
checked the internet options and it's set to 'never dial
a connection'.

How can I get Internet Explorer to ignore the VPN
connection unless they manually open it?