How to find my VPN client IP in windows

You can use the netsh command:

For Vista/7:

netsh interface ipv4 show addresses "PPP adapter my_lab"

And one of these for XP:

netsh interface ip show config "PPP adapter my_lab"

Where PPP adapter my_lab can be replaced by the name of any one of your adapters.

Do you know the ip range of the my_lab VPN?

If you do, a batch file like this will do the trick:

@echo off
FOR /F "tokens=2 delims=:" %%a in ('IPCONFIG ^|FIND "IP" ^|FIND "10.2"') do set _IP=%%a
set IP=%_IP:~1%
echo %IP%

But, as it was suggested by heavyd, if you know only the name of the PPP adapter it's better to use the netsh command.

@echo off
FOR /F "tokens=1-6 delims=:. " %%a in ('netsh int ip show address "my_lab" ^|find "IP Address"') do set IP=%%c.%%d.%%e.%%f
echo %IP% 

-Updated