I'm sure 95% of Mac OS X users are aware of this feature, but for those 5% who are not (I was one of them when I made the switch from Windows to Mac) here it is.
When setting up a VPN connection in Windows, I always had to tell the VPN connection NOT to send traffic through that connection, but instead use my Internet connection for this. By default, Windows told the VPN connection to send all traffic over the VPN connection.
To disable this, you would have to go to VPN Connection > Networking Tab > Internet Protocol Version x > Properties > Advanced and you would see the checkbox here, ensure it is unchecked and you are sorted.
Well when I switched to OS X, I couldn't find this. I didn't look too long tbh, I ended up googling it and found it that way. But for those that don't know, you can find the equivalent check box by doing the following:
Open up Internet Connect and select the VPN connection you want to add this option to. Once selected, go to the "Connect" menu at the top and select "Options". On here you will be presented with several checkboxes, uncheck the "Send all traffic over VPN connection" and there you have it!
Pretty simple I know, but I felt it was worth posting this for people who are new to OS X.