I know what VPN stands for, that wasn't what I was asking
A VPN allows computers that are not connected physically to act as if they are.
My work runs a VPN.
I connect to my ISP, then through the VPN software provided by my work I connect to my work's VPN so I can access the work LAN as if my home PC was physically connected to that network.
But my standard internet access is still through my ISP.
What is the purpose of your VPN?
Why are you trying to connect to Shaiya through your VPN instead of just through your ISP? I can't see that this would give you any advantage over going direct.
Normally when you run VPN software it creates a virtual network card/address entirely separate to your physical network card. If you go to a command prompt and type IPCONFIG you should see (at least) two Ethernet connections - 1 for your network card and 1 for your VPN.
Also, what do you see if you go to your "Network and Sharing Centre"?