configure web address to use VPN connection

Hi,
We have a stand alone PC on our network which connects to a 3rd party network using a VPN to access specific files etc.

4 of our users share this PC to access these files, which causes a problem when more than 1 of them wants to use it.

Is it possible to setup the VPN connection on their PC’s (which are on a domain) so that when they accesses a specific web address it would go via the VPN instead of via the network proxy as per normal internet traffic?

This would allow them all to use the VPN when they wanted and also free up the standalone PC.

I’m thinking this isn’t possible as it’s a bit specific but thought I’d see if anyone has any ideas?

Cheers

P.S. Pc’s are windows XP pro, IE7