Problems Changing cached credentials via VPN Connection.

Users cached credentials to login to his laptop are different than his domain
credentials and we can't get the two of them synced.

Here is what I have done. Had user log in to the laptop via Cached
Credentials. User then connected to domain via VPN and was prompted to change
password. Use changed password successfully. While stil connected to the
VPN, user "Ctrl+ALT+DELETE" and locked computer. User then tried to unlock
computer and login in with updated credentials, but would not update, user
had to use old (cached credentials) to log back onto laptop.

I then had the user try by placing a check in the Log on using dial up
connection and this did not update the cached credentials either.

Any suggestions or comments?