Networks

I've got 5 pcs running through a router/modem. Whenever i connect my VPN, the internet connections on the other 4 computers shuts down. When i uncheck the "use default gateway on remote network" radio button in advanced properties, all the connections work fine, but it defies the purpose of the VPN.
How can I run a VPN on one computer with the internet connection staying on on the other computers while all of the computers run through the same router?