Ok, so you are using the Windows built-in VPn connection. You have to know who you are connecting to. In any case, when you say that the main connection goes down, I assume you mean that you try to access other resources and cannot.
So with VPN, there are two types of connections. Split-tunnel and non-split tunnel. Split-tunnel allows you to maintain a VPN connection while still accessing resources outside of that connection such as other hosts on your local subnet as well as Internet resources outside of the corp VPN connection.
If you do not have split-tunnel capability, then all 100% of the traffic is sent to the VPN provider. Once the traffic is in that network, they route it, filter it, block, allow accordingly.
More info about your connection would be needed. In the mean time, do check out that link that BigPaw provided to see if it helps you work this out.