Thank you every much for your answer about my question:
http://web.wenxuecity.com/BBSView.php?SubID=computer&MsgID=140803
You are right, once I unchecked "Use default Gateway on remote network" in Advanced TCP/IP Settings, I can use IE and Windows Email. But the VPN do not work any more. Seems that I need some change on the VPN server side. But if I have no way/authority to change setting on the remote VPN server, what I can do about this?
Thanks a million.