[acrh2]

I was able to figure it out on my own.

1) Go to Settings/Connections/Advanced
2) Leave connecting to Internet (modem connection, cellular line Spint).
3) Edit the " My Work", and set up vpn inside that connection.
4) Go back to Advanced, and edit Exceptions to set up which addresses are to be used through the "My work" connection. These could be masks like *.domain.com/* or even *.*/*.
5) Specific applications like Outlook may already have an option to set which connection to use.

At this point, whenever PIE or Outlook try to hit a "work" ip, they will actually start up a vpn connection automatically, and everything will work.