I've had the same problem. Some of our stores use a common DSL or Cable broadband connection to access the internet and our domain. I placed broadband routers in place that have a built in VPN client. I had the same problem at first, but realized with some simple modifications to the properties of the TCP/IP settings, I could join all the devices at an off site store to our domain. That way, I eliminated the login dialog when starting up Outlook.
However, at home, I'm setup the same way, except I didn't want to be part of my work's domain. (I believe this is what you are referring to). So, I still have the VPN hardware in place, but since I login to my home pc with my own unique credentials (different username at home then at work) Exchange can't authenticate me. In other words, I login to my work PC as username "Dog". When I launch Outlook, it uses Active Directory to authenticate my username "Dog" and its password since that's what I used to login to the domain. When I'm at home, I login to my home PC as username "Cat". When I launch Outlook, Exchange can't find the username "Cat" and therefore it prompts me for a username, password and the correct domain.
In short...I think this is as good as its going to get, unless you add those home pc's to the domain...or make the users use the same username and password at home as they do at work...and keep them in sync when they change their password.
Hope this helps a little.
Chris