Am i supposed to do something that will allow VPN connections simultaneously at the same time?
I have two VPN Connections and can connect both at the same time from the VPN menu item. In System Preferences > Network select one of the VPN connections and make sure the “Show VPN status in menu bar” is checked. You should see both VPN connections, and can connect (and disconnect) both from the menu. I am on Mac OS X 10.5.7. I recall the Internet Connect program being less useful on 10.4.x, though.