VPNs are causing Exchange to stop receiving emails

We are running SBS 2003. This is a new install on a new server to replace our old server 1 week ago. Everything has been running OK until we stopped receiving push down emails today via exchage.
Worked out that it was when we had connected a software VPN to one of our customers from the SBS server.
If we connect the VPN and send a test email from a yahoo account, no email is received on any of our PCs. As soon as we disconnect the VPN, emails are being received again no problems.
Have 3 VPNs to 3 customers, and it is exactly the same which ever VPN we connect to. The email instantly stops. The exchange email only starts working again as soon as we disconnect the VPN.

Any ideas
Kind Regards
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Sounds as if no split tunneling is enabled, so when you activate your VPN you are cutting off access to your network completely.  

Rob WilliamsCommented:
To elaborate on AdamRobinson's comments; There is a security feature built into all VPN clients that blocks local connections, including local Internet access, to protect the remote office/ network. This would also block incoming Exchange access. Keeping in mind the possible security concerns, this can be modified to allow access to your local network and internet at the same time as the VPN. It is called split-tunneling. The function is changed in different ways with different VPN's, some on the client and others on the router/server end. If by any chance you are using the Windows VPN client you can do so in the VPN client/virtual adapter.
Go to:
control panel | network connections | right click on the VPN/Virtual adapter and choose properties | Networking | TCP/IP -properties | Advanced | General | un-check  "Use default gateway on remote network"

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