Actually, there is a way to allow local network traffic. If you go to the networking tab of the VPN connection properties, and then select TCP/IP properties. In the properties box there is an advanced button, click it for advance properties. Uncheck "Use default gateway on remote network," and you are good to go. Be warned though that doing so will limit you to accessing the subnet on which you VPN connection resides, so if your company has a multi-subnet network, you are out of luck.
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