How? Is the VPN installed at such a low level on this machine that it has complete control over everything? I haven't seen anything like that before. In fact, I've never seen any way to completely lock down a Mac (meaning something that can't be gotten around). If you have an admin account you should be able to do whatever you want and get around any restrictions placed by any third party software.

I think it's been mentioned before however, that the VPN software might fail or pop some error if it detects another network - I wonder if they've included anything like this.

You can create networks in Mac OS over bluetooth and firewire as well. It's possible that the system's network control panel has been locked down, but you should be able to get around it with some work. I'm not sure how a third-party product would do this of course. If it's locked down by some policy on the Mac, an admin user, which can also get root access, should be able to unlock it.