The answer is "it depends".

Some corporate VPN packages will deliberately (and fairly sensibly) set things up so that you can only connect to their network while connected to the VPN. In some cases you can override this behaviour, but often you cannot.

The setting that controls this (on Windows) is the "Use default gateway on remote network", if the VPN setup is a standard Windows VPN one you might be able to turn it off.

http://diaryproducts.net/about/operating_systems/windows/enable_disable_default_gateway_vpn_windows

However even if you can turn it off on your setup, doing so might well break things. If all your corporate machines are on IP addresses within the subnet set for the VPN connection then all will be fine, but if they are not then you need "Use default gateway on remote network" to be set to on, otherwise you won't be able to reach those machines.