What kind of vpn are you using, Windows built-in vpn or some vpn software?
If using Windows built-in vpn, then try this solution:
If you've never used Power Shell, it's pretty easy. In Win10, go to "Start" then find the folder for "Windows Power Shell" click the > to open the folder in the menu, and select the program "Windows Power Shell" by right-clicking on it and selecting "run as administrator."
The Power Shell window will then pop up. If you don't see it, it may be hidden by whatever else you have on your screen. But it will be there.
At the command line, just enter the first command, without the quotes
"Get-VpnConnection"
This will return a detailed listing of the settings for your Microsoft built-in VPN client adapter that you've already set up to connect remotely to a server, i.e., it will show all the settings for each VPN.
Next, perform the second command without the quotes
"Set-VpnConnection -Name "myVPN" -SplitTunneling $True"
Be sure to insert the actual name of your own VPN (whatever you named it and what is shown next to "Name" after you perform the first command and get the settings returned) in the space for "myVPN", but be sure to place the command "-Name" before it.
Once you've typed in both commands, hit Enter.
The commands are case-sensitive, so be mindful of that.
Once you've entered both commands, nothing will happen, no pop-ups or anything.
Just quit powershell and try to connect to your vpn