Use VPN through windows desktop?

Hi there, the company I am working for uses a custom VPN solution that uses a .net application so requires me to use windows to connect. I was wondering if it was possible to have my mac system use the vpn through my windows desktop (mac is the host, windows is the guest)? I have tried just running the VPN through the windows VM but unfortunately it does not affect my network on mac so I cannot connect to the local address's the VPN gives me access to. Is there any network configuration that will let me have the VPN running on the windows desktop and will work through to my mac system? Thanks

 

Easier, Have the Mac connect directly to the VPN. In turn this will make any connection coming of the Mac, even a VM, go thought the VPN.

 

As I think I said in my first post, this is not an option. The VPN setup is all custom and only designed to work on windows, I have talked to support staff at my company and they were unable to help me at all. The reason for me downloading parallels was to attempt to run the VPN on windows and have it work through to mac since the only other option beyond that seems to be switching to windows which I really don't want to do.

 

Anyway I really doubt they invented a new VPN protocol and it's probably just an automated script paired with OpenVPN (which can work on OS X too). But I digress.

Put the guest network adapter into bridge mode, you have to enable internet sharing on windows, then on OS X point the gateway to the Windows IP. This effectively routes traffic through the Windows VM, then you can turn on the VPN.