Long experience has taught me that some software is best run in a Virtual Machine where it can do relatively little harm to other components of your system. Right at the top of this list is almost all VPN software. The only exception I usually make is for OpenVPN, which is almost always very well behaved. I have a couple of VM's set up for just this purpose. They normally only get fired up when I need to connect to a client over a VPN.
The other day I needed to connect fairly urgently to a client's network, and they require use of a VPN. The VPN software in question, which is proprietary, is one I know from experience can cause problems. However, I could not get it working on my sacrificial VMs, which run Linux, and they told me that they couldn't get it reliably working on Linux either, and that they all connect from Windows. I didn't have a sacrificial VM running Windows, and so, despite my best judgement, I installed the software on a non-virtual Windows machine, that, among other things, runs a couple of buildfarm animals as well as a number of Linux VMs I am using currently on another project.
The VPN worked OK, but, when I was done, the Virtualbox network interfaces were hosed. It took me a long time - literally hours, to work out what had happened, since the problem only became apparent when the VMs were recycled, which was a couple of days after using the VPN software. I tried, in turn, disabling the VPN software, uninstalling the VPN software, rebooting, and updating Virtualbox. Nothing worked. Finally I did a system restore back to the point before I had first installed the VPN software. Suddenly everything worked again.
So today I have spent more hours setting up a Windows VM I can use for this purpose. First I had to go out and buy a legitimate copy of Windows, and then get it set up and installed in a VM on my laptop. I put it there so I still have it available when I'm on the road.
But this software still had more surprises for me. It's set up not to allow VPN connections to be made from remote desktop connections. And this is rather important to me since I don't carry my laptop around my house, and when at home I mostly don't work from the laptop. But it turns out that Virtualbox will run a remote desktop server for you and connect the guest console to it, so that the guest thinks the connection is local even when it's not. Take that, nasty VPN vendor!
All in all this has cost me the best part of two days to fix and configure. I'm more than mildly annoyed by it. But I have learned my lesson. I will never run this sort of software from a non-virtual host again.