Which part of ‘Virtual PRIVATE Network’ did you not understand. The purpose of VPN is to ISOLATE you from the big, bad world. You have proven that it is working. Congratulations. If you are using ‘Windows’ you can look at ‘Network Places’ and see that the VPN is a different connection from your normal IP Address. Any changes to proxies or trying to add internet sharing throw away the security achieved by using the VPN and can compromise your entire network. Any virus/worm introduced through a compromised VPN connection is in the heart of your network.
Please be careful and Good Luck.