Simplist way:
Create the VPN connecton via the built-in Connection Manager system.
In your program, try to access something requires a web connection - in my
case a web service.
Hope the Microsoft OS works out that the VPN GPRS system is the required one
and auto starts it.
Problems:
Because the connection is started by the OS, you don't have control to stop
it.
If the unit is multi-radio (ie WiFi and GPRS) and you are within range of a
valid configured WiFi network, it will try to use the WiFi connection
instead.
If this doesn't do what you want, then you may well have to get down to use
the RASxxx series of commands - the OpenNet code probably wraps these once
you dig down far enough (not familiar with the internals of OpenNetCFs
ConnectionManager class)