I recently subscribed to My Expat Net in order to watch TV shows from the UK. However I've been unable to do so as the VPN connection in my network and sharing centre won't let me change it to a homegroup. It says it's an unidentified network with no internet access, I can't rename it or do anything.

Can anyone tell me if there's a way around this or should I cancel the subscription and try a proxy server instead? I don't know a lot about this kind of stuff so if anyone can give me any pointers I would really appreciate it.