What type of VPN is this person using? Is it the Microsoft VPN established with the Routing and Remote Access Service, or is it a third-party VPN such as one from Cisco or SonicWall.
If it is the latter, then there is a good possibility that the firewall, or whatever device is managing the VPN, is not passing NetBIOS traffic or that the end-user does not have the DNS and/or WINS server of the LAN configured for the VPN connection.
One possible and straight-forward solution to this is to create entries in the HOSTS and LMHOSTS file that correspond to the LAN IP address of the Exchange Server. Entries in those files will help the mobile user’s computer to “see” the Exchange Server much more effectively, and this should not cause problems when the user also comes into the office and connects directly to the network.