My personal Linux laptop is a real spider in the web. It's got OpenVPN connections to the office, to the datacenter, to serveral family members, etcetera. I love it. But sometimes, there are some tasks that Linux simply can't do, like running a vSphere client.
For those situations, I use the second (Windows) computer on my desk to perform those tasks. However, this computer does not have a VPN connection right to the place I'm connecting to.