This is known as Split-Tunneling. Almost all VPN client systems have this option.
It can be configured to allow full local access, including Internet from your local network, and have the remote network (through the VPN) as just another routed network. The next alternative is to allow access to your local subnet only, so you can print on your local printer, and all other traffic is directed down the VPN. This can also be used to force centralised policies on webfiltering and the like. The third option is to direct all traffic doen the VPN, so your PC is effectively working just like it was actually on the Main Office network.
The reson the third option is often used is that it does not allow your PC to be hijacked, and someone else then have access to the Main Office network through your PC. Because it cuts off any other connections, other than the one through the VPN. This gives the maximum degree of security to the Intranet.
This can not usually be changed it is something that is set by the network administrator, on the VPN device that you are connecting to at the Main Office. With some clients you can play with the local routing table once the VPN is established, but some then disconnect you if you do this. I think it is unwise to try this, as a security policy has been set by the company you work for, and if you violate this, you could face disciplinary action against you. I don't think it is worth risking your job, to be able to print locally !
You could try taking to your network administrator, and see if they will allow you local access while connected, so you can print. The decision is going to be based on the security policy they have in place.