This post details the problem a bit more. A few people have seen this, and it seems to be related to having GateKeeper log in automatically. I'll check on the status of a fix, but as it has been reported some time ago, it should be ok in the next release.
Hmm still no answer on this one, have discovered that it is most likely to happen if I dbl click the vpn icon in the tray rather than using the shortcut.