It sounds as if you need to check your VPN configuration, to ensure that (a) all traffic is being routed across the VPN, including DNS lookups, and (b) that your work's DHCP server is handing you the correct IP address.
From what you've posted, it looks as if the traffic is simply not going down the VPN tunnel — that's not a function of Vodafone's network, to my mind, as that's just the underlying connectivity.
(Do you get the same issue when you use any other Internet connection?)
Neil
