Shortcut to open Network Connections from Run
ncpa.cpl
should work.
Apart from ncpa.cpl, here's the registry trick:
Start -> Run and type the below bold text
explorer.exe ::{7007ACC7-3202-11D1-AAD2-00805FC1270E}
I tried this in Windows XP. It works well. It should work with Vista too.
You can create a shortcut of above command too!
Start -> Run
In run type this following command
ncpa.cpl