Connection Manager is really just a way of pre-packaging a network connection with all the correct settings, so that it's a 'no brainer' for the end user to set up. The settings are pre-defined on the server side by the network administrator, so you can't edit the settings like you can with a normal VPN connection. Actually, on SBS, the Connection Manager profile is created automatically by the SBS VPN wizard, so not even the administrator gets to change the settings directly.
Connection Manager, however, is just a convenience. A user can choose to ignore Connection Manager and simply create a VPN connection manually. In fact, Connection Manager is not compatible with Windows Vista or Windows 7, so users of those systems cannot use it and have no choice but to create the connection manually.
The solution to your problem then, is to ignore the connection created by connection manager and manually create a new VPN connection to the server. The type must be PPTP but otherwise all the defaults should work. The address that you will be connecting to is generally the address of the 'Remote Web Workplace' or you may be able to determine it from the existing connection properties. You will then be able to edit the settings of the new connection to turn off the 'use default gateway' option.
This solution does not require any changes on the server. A standard user should be able to create this new VPN connection on their computer.