Why won't MLB.TV work with VPN?

Why won't MLB.TV work with VPN?

I cannot get a subscription.

I have it set up, but for some reason I can't make a purchase. It takes me to this screen:

The VPN has worked for other VPN software, I just need to figure out why MLB.TV won't work with it. Here is my software:
Sudbury, Ontario, Canada (Vancouver is my IP). I don't have a router/modem. I have cable from Time Warner which does not support their app. I have a phone which supports tethering through my carrier, so there is no network issue. My internet connection is good, not high speed but the connection never drops. The software has an active internet connection.tv doesn't recognize that I have a VPN.

Is there anyone else who has tried and failed? Has anyone been able to resolve this issue? Update #1. I am unable to download any type of additional software. I can create a new account or login. When I login it opens the account screen, but I cannot add an account or enter any details.

This problem began when I enabled the VPN, which I do not use on a regular basis. I've found it to be very useful at various times, but sometimes I have some sort of error with it which causes problems with internet access. For example, I did a search for some software at Apple Store. For some reason, the apple store site was unreachable. When I disabled the VPN, the error resolved, but I then couldn't access the site. A few days ago, I updated to MLB.TV, and had no problems connecting to MLB. This week I turned on the VPN, but when I tried to connect to MLB.TV, the computer would not load the page. On my Mac mini, I have the Yosemite operating system, and I also have Parallels on Windows 10.

When I checked Parallels, and restarted Windows, everything went to normal again. However, when I uninstalled Parallels, the problem came back.

Update #2. I now have MLB.tv working fine, but it seems I have to do a complete restart of my system after every update. When I update my system, I have to uninstall and then reinstall the MLB.tv app.