vpn logon script

I’m running a windows nt 4.0 environment.
I’m using Microsoft vpn(pptp) for remote users to login. When the users want to vpn into the company they click the vpn icon on their desk top put in there user name and password and they are to able to connect to the network. The only problem I have is that their logon script does not run. Even though they do have one and it does work when they logon from within the company onto the network. I just can’t get it to run when they pn into the company. Help…