It sounds like the VPN might be using the default gateway on the company's network. Try opening network connections, open the VPN connections, open advanced TCP/IP properties from the network tab, clear the "Use Default Gateway On Remote Network" check box.
I am operating a Dell Dimension 2400 with Win XP. We have a VPN with another of our offices which I beleive is running the same machines. While connected to the VPN we cannot connect to any other sites. This was fixed before by someone else and did not leave any notes. What is the fix for this?