What you are looking to setup is called "split tunneling" .. where the VPN client only sends traffic destined for the network on the other end through the tunnel. Some admins don't allow it, because it is thought a vulnerability. If it is enable, there is likely a configuration setting for it on the VPN client. Nic identified how it is controlled on the Microsoft client.
All that being said, you should NOT setup the VPN on a PC that is also sharing it's internet connection. What that effectively does is open the entire internet, through the VPN, to the internal network. I heard nothing about a firewall anywhere ...
If you do want to use the VPN for a "site" rather than just for your PC, you really need to get a firewall and setup the VPN on the firewall. There are a TON of cheap and free ways to do this. I recommended a couple here.
"probably"
. If you want a more detailed answer, you need to provide more details.