Wishbone: Might be an issue with your ISP, or a DNS somewhere. Can you do an nslookup or tracert to gog.com?
Tracing route to gog.com [193.59.178.33]
over a maximum of 30 hops:
1 <1 ms <1 ms <1 ms WNDR3700.lan [192.168.1.1]
2 69 ms 39 ms 49 ms 10.244.130.177
3 36 ms 39 ms 39 ms 195.54.104.113
4 35 ms 33 ms 41 ms ti3013d400-xe0-1-1.ti.telenor.net [146.172.85.9]
5 56 ms 59 ms 59 ms ti3013c400-ae3-0.ti.telenor.net [146.172.100.233
]
6 57 ms 59 ms 59 ms ti3137c400-ae2-0.ti.telenor.net [146.172.101.150
]
7 57 ms 59 ms 59 ms ti3163c360-ae9-0.ti.telenor.net [146.172.101.142
]
8 57 ms 59 ms 59 ms ti3002b400-ae3-0.ti.telenor.net [146.172.105.57]
9 * * 59 ms lag-110.ear1.Stockholm2.Level3.net [213.242.69.2
49]
10 87 ms 89 ms 89 ms ae-3-3202.bar2.Budapest1.Level3.net [4.69.201.16
2]
11 87 ms 89 ms 89 ms ae-3-3202.bar2.Budapest1.Level3.net [4.69.201.16
2]
12 108 ms 109 ms 159 ms dialup-212.162.26.134.frankfurt1.mik.net [212.16
2.26.134]
13 107 ms 109 ms 109 ms rev-193.111.37.179.atman.pl [193.111.37.179]
14 107 ms 109 ms 109 ms host-193-59-178-33.gog.com [193.59.178.33]
Trace complete.
EDIT: Of course I did this tracert without the VPN enabled.