External VPN session from a RDP Session

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I am trying to connect to a customer data center by first RDPing into
a server then VPNing out from the server to the customer site.
Unfortunately, some customers where split tunneling (I think) is
turned off, my RDP session was terminated as soon as I connected to
the customer VPN.  Is there a way to make this work my mapping a
secondary NIC to the RDP session?

Any help/pointers woudl be greatly appreciated.



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