Firstly I would not recommend PPTP VPNs in the slightest, least of all Windows 2003 Servers homegrown version, if you insist on using a PPTP connection then at least invest in some decent VPN software or use Open VPN or something.
PPTP VPN is not in the slightest little bit secure and not even remotely reliable (See what I did there? Remotely? Never mind I'm lost on you lot)
If you mean, that once you're connected to the VPN from your own machine you cannot browse the internet then I would suggest changing your VPN options.
Instead of allowing your PC to look at the VPN for it's default gateway set it to your router/firewall.
Yes it is possible to browse the internet through the VPN using it as a default gateway but it's not adviseable, for one thing DNS lookups will be incredibly slow and secondly you don't have the same reliability that you have on your own LAN.
In addition to this it takes a bit of setting up on the server end to allow a VPN client to use it as a default gateway and in the end it just isn't worth it.
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