Ping Equivalent For Checking If A Port Is Open

If your using XP/2003+ (this includes Vista/2008/7), then you can use the Win32_PingStatus. The machines inwhich is running the script code is the only system which needs to be XP/2003+, and it works just like using Ping.exe, only it's not using ping.exe so it should act as a loophole to your security setting which does not allow the execution of ping.exe.

strComputer = "192.168.1.1"
Set objWMIService = GetObject("winmgmts:\\.\root\cimv2")
Set colItems = objWMIService.ExecQuery _
    ("Select * from Win32_PingStatus " & _
        "Where Address = '" & strComputer & "'")
For Each objItem in colItems
    If objItem.StatusCode = 0 Then 
        WScript.Echo "Reply received."          
    End If
Next

See the Scripting Guy article for more info on how to use Win32_PingStatus:

http://www.microsoft.com/technet/scriptcenter/resources/qanda/sept04/hey0914.mspx

You could setup a monitoring service such as Nagios.

You would still be relying on ping response to tell if they are up or not (unless you had an alternate way of checking such as an SNMP request to the VPN server/router).

However, you wouldn't be running it by hand, it would be automated and would give you a record of when the pings failed and when they were successful.

If they are supposed to be connected all day 9-5, you could also setup notifications to only email you during 9-5 if they are disconnected, so you wouldn't have to watch it, but just be alerted if someone loses connection.

EDIT:
As an easier way to configure your various hosts, services, dependencies, etc in nagios check out NConf. I had been managing a nagios server monitoring a good 50+ hosts modifying all the files via command line then switched to using NConf when deploying a new nagios server. You get a lot of power and options with NConf without really losing anything from the command line access.