We were unable to resolve the second, however, so we turned to Comodo Firewall. The first problem can be solved by following these instructions, and should work fine for PPTP and L2TP connections.

We also could not get Windows 8.1 to display our OpenVPN connection in the Network and Sharing Center. In Windows 8.x things are trickier because the Network and Sharing Center does not allow you to change Network type from Home to Public. In Windows 7 it is quite easy to set up a kill switch using the built-in Firewall. There is, however, another more direct way to - roll your own VPN kill switch (either global, or per-app) using a Firewall. Some VPN providers, such as Private Internet Access, Mullvad, and VPNArea, (for the best VPN in 2018 check out our VPN reviews) include an internet kill switch in their VPN clients (VPNArea even includes a per-app kill switch), and we have discussed other third-party solutions to the problem before. Many people use the best VPN services to protect themselves while they're using P2P services such as BitTorrent, but a perennial danger when doing so is that your VPN connection might go down, leaving your real-world details exposed for the world to see.

Comodo firewall review