Domain Login in Vista Ultimate

Hello. I have Vista Ultimate for 3 weeks now. I joined it to our
domain at work with a PPTP vpn connection to our ISA 2004 server. After the
successful domain membership, it asked me to restart my computer. Well, I
did. The welcome screen changed to display press Ctrl-Alt-Del to start
logging in.
BUT the authentication screen does not show an option to use dial-up before
logging in. Unlike XP Pro, there is a drop down for choosing Domain or
Local computer, plus an option to connect to a network first using PPTP vpn.
In most cases, I connect to our domain first before I log in so I will be
fully
authenticated by our Domain Controller.

How can I do this in Vista Ultimate?

Thanks in advance.