Use uTorrent safely with VPN

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[israelwinter]

instead of a proxy, I only use vpn and when I get to the vpn proxy option, the ip that is showing is not from my vpn, what do I do?

[kengopettas]

Do i only need to keep the vpn while the game is downloading onto my computor? or do i need it after i download/play the game i torrented to?