I have yet to come across VPN software I didn't hate but it's difficult to avoid using them. If you use Mac's Internet Connect to create a VPN connection and you can't seem to access Internet while VPN connection is open, it's because:

• Mac's built-in VPN client defaults to routing all network traffic through VPN.
• VPN network you connected to blocks outgoing traffic to Internet.

The fix:

1. Run Application > Internet Connect.app
2. Select Connect > Options… menu command
3. Uncheck "Send all traffic over VPN connection."

Doh