Automatically authenticating VPN users?

I am using a PGP client to try and VPN to an SBS NT server. The SBS server is also running WINS. The PGP VPN client says it makes the connection. I can ping the internal SBS server, by WINS name and by IP. I want to know how I can authenticate the VPN user so they can access the SBS server. I know I can use the c:\net use command, but how can I have the client automatically authenticate?