You pretty much can't do it.

The policy is set by the company's VPN's administrators. If you try to get past it, the VPN application will detect that and disable the VPN connection.

However, it's possible that it's not a policy and it's just a default on the VPN application. I don't have either of the Cisco VPN applications on my Mac any more, so I can't give you precise instructions, but search in their configs for something like "split networking" or "split-tunnel networking" and see if you can enable that for the VPN connection.