I have just read something about using the software Access Connection in addition with a VPN client.
It seems, that you only have to adjust a few more settings.
Tomorrow I will test the new settings at work.
If the new settings work, I will post the solution with step by step instructions.
Here the Link to the german ThinkPad group and the answer.
http://www.thinkpad-forum.de/thinkpad-software/windows/p27514-problem-mit-access-connections/#post27514Edit from 2009-07-29:
This is really weird. I tried the solution from the mentioned link, but unfortunately it did not work.
Edit from 2010-01-23:
I forgot to mention that I solved the problem.

The problem was caused by the Intel software for the WLAN network adapter. When I had a look at the available network adapters, there were displayed three adapters for the WLAN connection. After deinstalling all components of the Intel(R) PROSet/Wireless Wifi-Software, everything is working fine.
I deinstalled the components as shown in the screenshot above.