If there is no internet on your remote desktop follow the simple steps below.
1) Restart the Remote Desktop the same way you would a regular PC.
(Make sure not to turn it off.)
2) Wait 2-3 minutes, connect to the RDP again using the shortcut provided to you via email when you registered.
3) Connect the VPN once again and then try to use the internet once again.
The OpenVPN Icon should now be green.
And your Internet should now be working again.