see this thread to setup consolekit
http://forum.tinycorelinux.net/index.php/topic,13783.msg77039.html#msg77039then install nm-applet, lxpanel, start nm daemon and run nm-applet
tce-load -wi network-manager-gnome
tce-load -wi lxpanel
sudo /usr/local/etc/init.d/dbus reload
sudo /usr/local/etc/init.d/NetworkManager start
lxpanel &
nm-applet --sm-disable &
for persistency add dbus and nm daemon start commands to bootlocal.sh
and the last two lines to ~/.X.d directory
nm-applet requires gnome-keyring to store passwords so another guide is needed for that
but nm-applet works without it if you don't mind typing password each time
also you can install a notification daemon: xfce4-notifyd or notify-osd
it displays pop-up messages from nm-applet
for vpn connection you need a vpn plugin: NetworkManager-vpnc
Edit: you should not add nm-applet in .X.d because if you look at .xsession a new process is forked with & as a result nm-applet is out of ck session
and you will have an unauthorized nm-applet at the end
instead use the original method
usr/local/etc/xdg/autostart/nm-applet.desktop