Add a command button to your form, and place the following code in the General Declarations section:

Private Sub Command1_Click()
If ActiveConnection = True Then
  MsgBox "You have an active connection.", vbInformation
Else
  MsgBox "You have no active connections.", vbInformation
End If
End Sub

Next, add the following code to a module

Option Explicit

Public Const ERROR_SUCCESS = 0&
Public Const APINULL = 0&
Public Const HKEY_LOCAL_MACHINE = &H80000002

Public ReturnCode As Long

Declare Function RegCloseKey Lib "advapi32.dll" (ByVal _
hKey As Long) As Long

Declare Function RegOpenKey Lib "advapi32.dll" Alias _
"RegOpenKeyA" (ByVal hKey As Long, ByVal lpSubKey As _
String, phkResult As Long) As Long

Declare Function RegQueryValueEx Lib "advapi32.dll" Alias _
"RegQueryValueExA" (ByVal hKey As Long, ByVal lpValueName _
As String, ByVal lpReserved As Long, lpType As Long, _
lpData As Any, lpcbData As Long) As Long

Public Function ActiveConnection() As Boolean
    Dim hKey As Long
    Dim lpSubKey As String
    Dim phkResult As Long
    Dim lpValueName As String
    Dim lpReserved As Long
    Dim lpType As Long
    Dim lpData As Long
    Dim lpcbData As Long
    ActiveConnection = False
    lpSubKey = "SystemCurrentControlSetServicesRemoteAccess"
    ReturnCode = RegOpenKey(HKEY_LOCAL_MACHINE, lpSubKey, _
    phkResult)
    
    If ReturnCode = ERROR_SUCCESS Then
        hKey = phkResult
        lpValueName = "Remote Connection"
        lpReserved = APINULL
        lpType = APINULL
        lpData = APINULL
        lpcbData = APINULL
        ReturnCode = RegQueryValueEx(hKey, lpValueName, _
        lpReserved, lpType, ByVal lpData, lpcbData)
        lpcbData = Len(lpData)
        ReturnCode = RegQueryValueEx(hKey, lpValueName, _
        lpReserved, lpType, lpData, lpcbData)
        
        If ReturnCode = ERROR_SUCCESS Then
            If lpData = 0 Then
                ActiveConnection = False
            Else
                ActiveConnection = True
            End If
        End If
        RegCloseKey (hKey)
    End If
End Function