Although using a VPN adds some overhead to your Internet traffic, this should not be noticeable. In fact, in a number of situations using a VPN should make your connection faster.
Unfortunately a lot of cheaper home/soho (WiFi) routers deal with VPN's very poorly. To find out if this is the case in your situation, we recommend you temporarily remove the router and connect your PC to the Internet directly. If indeed your router appears to be the cause, try changing its settings and disable SPI (Stateful packet inspection) and other "active" firewalls.