How can OS X perform "VPN Single Sign On"?
You could use tunnelblick, as a front end to OpenVPN. Once installed, it runs automatically when the user logs on. It can also be configured to connect automatically, in the VPN Details dialog:



It appears to work with OpenDirectory also, starting from version 3.1beta16 (I am currently using version 3.4.2). Taken from the release notes (What's New in Tunnelblick 3.1beta16 (Changes from 3.1beta14))


Fixes issues when using OpenDirectory and the user's home directory is on a non-Mac platform.


So, in short, while it doesn't provide the VPN logon at the login screen as requested, the end result is pretty much the same - you log in and have the VPN connection already running.

Hope this helps.