VPNs can be used for spamming or whatever, like a proxy, and therefore isn't allowed to be used during registration. Some VPNs / proxies don't support, allow SSL (could be to do with the certificates installed) or blocks certain ports required which COULD be the reason why you've got that error.
Note that I'm no professional when it comes to something that masks your IP by using the server's (the one being connected to) IP instead.