After a lot of searching on the internet, I found the following (which can be useful to other users)
(I think this can also be added to the wiki.)
Windows 7, by default!, configures its VPN connections (L2TP, PPTP,) to use the credentials used to authenticate the VPN for all subsequent authentication attempts to domain resources. Unless you use AD to authenticate the VPN, this causes all sorts of problems when trying to access shares. (even locking of accounts).
To change this behavior you need to update rasphone.pbk (phonebook format). It is located on a user folder and/or a system folder depending how the VPN was created.
for user :
%appdata%\Microsoft\Network\Connections\Pbk\rasphone.pbk
for system :
c:\ProgramData\Microsoft\Network\Connections\Pbk\rasphone.pbk
Open the file with an editor (notepad …) and change
UseRasCredentials=1
to
UseRasCredentials=0
This should fix it