Windows VPN connection problem

Hey there,
I need some assistance at repairing this…
When I have normal internet connection I have no troubles visiting any site at all. But when I connect to a VPN (Hotspot Shield) it shows everywhere that site is unreachable or so. But the funny this is that when I type something into Google search it shows all the results and everything, I just can’t open any links and I also can’t open my company … site.

If anyone know please help

Moderator Note: Company URL removed so this is not spam.