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Thanks for the response Padman. The article is helpful in case of hardware device but difficult to setup with virtual private networks.
Thanks for your response Dhruba, but it didn't help me. I set up the bridged connection and then connected to my office's VPN using guest OS...
My office VPN called Juniper does not gets installed on Mac OS X. I am using Parallels to run guest Windows on my macbook pro with OS X Yosemite....