Any chance that you have "Send all traffic over VPN connection" enabled ?
I use the OSX internal VPN to connect to my Office PC and can use Mail while VPN-connected.
The "Send all traffic over VPN" setting can be overridden by the VPN endpoint. That is the way it is configured on our Cisco ASA 5510. We have that policy set to avoid the possibility of the remote computer becoming a bridge between the two networks for malware. You may want to contact the VPN administrator to see if they have any additional info on configuring the setting.