I need to connect to a VPN to work remotely on certain tasks. While working on a remote network through a VPN connection, I may also want other network connections to not go through the VPN. For example, let's say I'm editing a remote file through a VPN connection, and I also want to stream music while doing so but I don't want the music stream to go through the remote VPN connection. A more sensitive example would be if I have confidential data transfers happening while I'm connecting to a VPN that is for a separate set of confidential data transfers - how would I keep track of, separate, and monitor the two? Using a Virtual Machine, or by some other means?
Ultimately the question is: How can one determine and control the extent of data passing through a VPN connection?
I'd say please explain it like I'm five, but I know just enough to know it may be too much for a five year old...anyway, please answer as if to a novice.