First of all make sure you are connected to the server recommended by this tool:
http://www.purevpn.com/select-location/
If yes, then try to switch protocols ie PPTP to L2TP and vice versa. If you are not sure how to do this, please install www.TeamViewer.com and catch us on live chat. We'll connect to your system remotely and set it for you. (Don't worry, this method of support is a standard worldwide for tech support and it doesn't harm anything or expose you to security risks)
Alternatively you might want to do it yourself as guided in this FAQ