I had some real trouble with this one, and needed to get my IT support company on the case. But we worked it out, and here’s the knowledge.

1. In network settings, set up your VPN in all location profiles that you might use it (e.g. mobile broadband AND automatic)
2. Change the ‘service order’ so the VPN is at the top
3. Change ‘advanced settings’ to ‘send all traffic over VPN’
4. Repeat steps 2) and 3) in all relevant location profiles
5. When you’re online. connect to your VPN
6. In finder, click ‘go’ and then ‘connect to server’
7. Type smb://<servername.domain> or smb://<server ip>
8. And choose which drives you want to map, entering your (Windows Active Directory) network credentials to let you through!

And that’s it. Hope it helps!