Sure, you can create a batch file using radial and save it in startup. this search result may help,

How to start VPN when logon
You may have many options to connect a VPN server automatically when logon a workstation. Here are some of them.

1. Add pre-setup VPN auto-connection by CMAK to the Startup.
2. Create a logon batch with rasdail command to start the VPN connection.
3. How to run a program when a machine starts

http://www.howtonetworking.com/VPN/autorasdial1.htm

Bob Lin, MS-MVP, MCSE & CNE
Networking, Internet, Routing, VPN Troubleshooting on http://www.ChicagoTech.net 
How to Setup Windows, Network, VPN & Remote Access on http://www.HowToNetworking.com 
 Hallo

 Is it posible to dail a VPN connection when i user logs on to Windows XP
 automaticly

 Thank you

 Markus Mortsiefer