VPN blocking access

I want to switch to Linux so I've been trying out it out on bootable flash drive. I have Suefshark VPN. I'm been mainly using Linux Mint 19 but tried others and am getting the same problem. The isuse is I can get the VPN install and working but when it's running the computer can't access the web. All programs are blocked. Suefshark tech support had me install Open VPN for Linux but I had the same issue. Does any have Suefshark and know how to get to work. Or is there a VPN service for Linux that works and is easy to use? I'm not a techie person so one with GUI would be best. I want to switch to Linux for day to day use because I know it's more secure and stable then Windows. But I'm a little intimidated but how more complicated it is to use it. Thanks