VPN Exception for Firewall

Hello,

I need access to a VPN for one of my classes at university. I've installed everything but it only lets me in when AVG is turned off, leading me to believe it's being blocked by my firewall. I've tried adding exceptions but none of the paths I've entered have worked. 

What's the solution here? I've spent way too many hours fiddling with this and I'm under pressure to get it fixed ASAP.

Thanks,
Alexanne

We need to make some changes in the Firewall Setting.
Enable the 'Internet sharing mode' under the Enhanced Firewall, you can use the below link for help :
https://support.avg.com/SupportArticleView?urlname=AVG-Antivirus-Enhanced-Firewall-System-Rules

Hi Alexanne.
Could you name the VPN application that is being blocked by AVG Internet Security?