Thanks for the prompt reply, but I'm not sure if it applies to my situation here...
It is not that I can't access LAN resources, the Wireless NIC actually goes down, I see that red "X" in the wireless icon, just like if there was no signal.
If I start a VPN session using my wired NIC it works just fine, I can reach resources through the VPN and still keep access to the LAN resources without any problems.
This is a Windows machine running Windows XP SP2.
I had a similar issue around two years ago with a Checkpoint client and to resolve it, I had to disable an option called "Office Mode", but at the Cisco AnyConnect Client I'm using I didn't see any configuration options that I could try.
Do you have any idea ?
Following a recommendation received from a colleague at the Wireless forum, I went to Control Panel -> Network Connections and opened Properties for the "Cisco AnyConnect VPN Clien Connection", then unchecked "Odyssey Client Driver" (Odyssey Client Manager is the software we use to manage our PCs wireless connections).
After doing that I was able to keep my wireless LAN while connected to the VPN.
Thanks a lot for you attention,