VPN drops game connection at log-in

I play a multiplayer online game and have never previously had an issue with connecting to the game, but am now at a residence for a month that has a router/firewall, which I am not allowed to change, that appears to be blocking the game. I am trying to get through the firewall using BD VPN, but repeatedly get the message "The game client lost its connection to the server" when I click to log-in. I have no issues with the internet otherwise, and can download data from the game. The game does allow VPNs. Any ideas of how to fix this? Cheers!