If you are using one of our proxied configurations (Proxied/TCP443) you would need to configure your programs to use the SOCKS proxy (for all programs besides browsers) or HTTP Proxy (for browsers) or else traffic will not pass through the VPN.
The SOCKS5 Proxy is 10.10.10.1 port 1080
HTTP Proxy is on 10.10.10.1 port 808
You can refer here for more detailed instructions on commonly used programs.
Fully routed configurations (FullyRouted/SurfingStreaming servers) do not need any additional configuration as all traffic passes through the VPN automatically.
If you are using Windows 8/7/Vista you must also make sure that you have enabled the compatibility mode to run in Admin mode.