@PhilipDAth Thank you, it worked with the link you gave me (I just had to change Encryption level from required to Custom).
Your script did indeed seem simpler, but for some reason, it was not creating the connection for all users.
Regarding the deployment with GPO, I have followed the tutorial of the link you gave me the other day, and I have tried on one computer, but despites the fact that the GPO was applied (I checked with gpresult), the script doesn't seem to start. No connection created at all.
Any idea?