Thanks for the Valuable suggestions. Below is the few more information which i got.
Firstly what is the VPN technology and manufacturer ? Is it IPSEC, SSL (or is it a PPTP or L2TP tunnel which is not really a secure VPN, but sometimes is called one).
Yes, This is an IPSEC VPN by CISCO (Ugent)
If we know a bit more about the manufacturer, then we can also look at the config and see what the issue may be. Some apply the same criteria to all users, some have different contexts, domains roles or profiles that are different for different groups of users.
Is the user who has this problem in the same group as the others ?
Yes, We have a AD Group called “VPNUSERS”, and the problemetic user also belong to the same Group
Can this user access the sites using just the IP address, rather than the name (then my DNS guess could be right !) ?
No, the IP is not pingable, or traceble thorugh his machine !!