A VPN tunnel establishes connectivity between your computer and a remote server where the VPN is running. Once this is done and if configured so all your browsing will be via the tunnel. If the VPN server is located outside of South Africa you will start to see pings to South Africa hosted content increase. This is because the path your connection takes goes via your VPN server and back to SA.
In the event you are unable to connect to your VPN server we advice that you run a basic traceroute and look at the results. You will see where the connection drops and thereafter will be able to advice the authority for the VPN server you utilize and ask them to ensure that they are not blocking the IP address you are connecting from. You can check your IP by typing "whatsmyip" on google search.