If your connected to a VPN, you can look at your routing table on your local machine to find out what traffic goes through that connection. Its pretty advanced stuff but but I'll try to give a quick example:
The IP address of your computer on your home network is 192.168.1.12
The IP address of your computer on your companies vpn network is 10.10.1.23
if your routing table looks something like this
Network Destination Netmask Gateway Interface Metric
0.0.0.0 0.0.0.0 192.168.1.1 192.168.1.12 10
10.0.0.0 255.0.0.0 10.10.1.1 10.10.1.23 25
127.0.0.0 255.0.0.0 On-link 127.0.0.1 306
127.0.0.1 255.255.255.255 On-link 127.0.0.1 306
the 0.0.0.0 network destination means ALL traffic is going through the 192.168.1.1 interface (meaning your home network in this example). BUT, any traffic destined for a 10. whatever address is going through your VPN. So take note if your routing table says something like
Network Destination Netmask Gateway Interface Metric
0.0.0.0 0.0.0.0 10.10.1.1 10.10.1.23 25
127.0.0.0 255.0.0.0 On-link 127.0.0.1 306
127.0.0.1 255.255.255.255 On-link 127.0.0.1 306
because that means that ALL your network traffic is now being routed through the vpn. VPNs do have the ability to change routing tables b/c they need to, just an FYI.
If you're using windows you can find your IP addresses by opening a command prompt and typing ipconfig /all
you can view your current routing table by typing route print at the same command prompt.
What Simkill said about web page logging is correct also.