There are a number of possibilities.
1. Please look at CSCef50870. There is some problem with the Microsoft Supplicant in XP SP2. Please either disable WPA or fast reconnect
2. There are some problems with the wireless adapters. For example, CSCef00136 for Cisco CB21AG wireless clients
3. The wireless client may request an IP address from the DHCP server whenever it roams. You need to set up split tunnel in the VPN client.
I guess that you have to find out if you lose IP connectivity if you do you use the VPN software