We were having the same error last week. It was due to the VPN setup had incorrect IP address for the gateway or something.
Check if in the Network and Sharing Centre for the Wireless Networks for the VPN connection does it show Domain Network with the domain name of your company. It is probably showing Unidentified Network. That was our error.
Once the IP address was fixed and also our company domain name was spelled incorrect in the VPN setup on the server. All these settings are on the server. Our System Administrator fixed these on the server and then we stopped getting the error.
Thanks
Vinay Kamboj