For any startup parameters to be recognized, the shortcut must include the
full path to the Access executable:

"C:\Program Files\Microsoft Office\OFFICE11\MSAccess.exe"
"\\servername\foldername\mdbfile.mdb" /USER myusername /WRKGRP
"\\servername\foldername\Secured.mdw"

I don't know if this will help in your situation, but an alternative to
running Access over VPN is to use Remote Login over VPN.  I was having
problems running QuickBooks over VPN, so I started using Windows Remote
Login to run QuickBooks on the remote computer, and now I also use it for
Access too.  If the VPN connection should drop or gets slow, it will not
affect QuickBooks or Access or other applications that are running.  Just
log back in if it drops and the applicatinos are still running.  This
assumes, of course, that you are running XP Pro on a remote computer.

Best,
Christopher

Thanks both of you. I got it working when I corrected the shortcuts to
include the access executable.
It's running a bit slow but sufficient to do updates on the database.