First things first you need to open up Powershell for those of you that haven't used this before its similar in the look and feel to a command prompt but a lot more powerful in what it can do, simply search for Powershell in your search box and click on Powershell when the search appears.
when in Powershell type or copy and paste the following command and press enter.
This will then show you the information about your VPN connection as per the image below
you will see that next to the option SplitTunneling it is set to False, this is what we need to change.
The next command you need to input into Powershell is below and also press enter to make the change.
Set-VpnConnection "Superkev VPN" -SplitTunneling 1
Change Superkev VPN to the name of your vpn (including the quotes) from the information in the first Powershell results window, as per image below.