Thanks for the advice on the other VPN software, but I managed to sort it out!
The link I mentioned is
http://kb.iu.edu/data/atcn.html....
The way I got it to work was actually suprisingly simple (and a bit stupid on my part!)
In Start -> Settings -> Connections (Tab) -> Connections -> Advanced (Tab) -> Exceptions
Once in there I put in the local addresses for the network in my case *.ncl.ac.uk/*
The stupid part was that to connect to the VPN I had to go to a site that was on the network e.g. cs.ncl.ac.uk
So as i went there the VPN connected and I could then go to any other site on the internet e.g. Google and it would work!
Hope this helps...
Jonny