Kaspersky and Preventing VPN Data Leaks

ON the occasion that your VPN suddenly disconnects, as many people do with Comodo and Online Armor they make there firewall immediately kill the connection which therefore prevents data from leaking from anything other than the VPN.

Any Kaspersky Internet Security users here have a setup for that? I haven't been able to figure it out with Kasperskys settings. If anyone has could they post a tutorial on how they set it up with there VPN.

Here is Bolehn with Comodo for reference : http://www.bolehvpn.net/forum/index.php/topic,5798.msg32701.html

 

I dont use a VPN but I do have a similar setup, should Kaspersky's Firewall go down I have a program (Which I wrote myself in C#) that kills the selected Network Adapter.

I'm too poor for VPN's unfortunately