nljetze Hmm, yeah the only other thing I can think of is like Philip mentioned about avoiding free versions of VPN's. Know when I was having speed issues I tried using the free version of Hotspot Shield and it didn't do shit, but as soon as I just ponied up the money and bought the real version it solved my issues.
Either that or just mess around with the VPN location, assuming your VPN offers different locations. Even with Hotspot Shield I can get a pretty huge swing depending on which virtual location I pick.