If you're using Win2k/XP then you only get the chance to logon to the domain at startup. For this reason, the VPN client has a Start Before Logon feature, where as soon as you hit CTRL-ALT-DEL to login, the VPN client pops up, enabling you to bring up the VPN BEFORE you login to the domain. Enable it under the Options - Windows Logon Properties section.
On the PIX, make sure you send down the internal WINS server(s) so that the PC knows where to send everything. And on your NIC TCP/IP settings make sure "Enable Netbios over TCP/IP" is checked, this solves a lot of issues.
