There's no way to do this at the moment short of establishing the VPN connection yourself and then triggering the Octopus deployment using Octo.exe, followed by disconnecting.
In future it would be nice to have support for opening a VPN connection within Octopus. Is your VPN session established using the Windows remote access server components (i.e., would a toolkit like http://dotras.codeplex.com/ be able to open the connection?) or is it through some custom software?