Dear Asyn, I have a similar problem, searched the forum before posting and found your comment.
I have Avast Premium Security, Windows 7 64 bit, Chrome browser, and a hard disk (Western Digital MyBookLive) connected to the router. All via cable ethernet. The network is Private.
When activating the VPN the networked HD disappears.
You said "You can exclude your private network in the settings". I found a checkbox "Exclude trusted networks (private)" (Excluir redes de confianza (privadas)) and it's checked.
What else can you suggest? Thank you!
P.D. I also have problems connecting with certain sites but it will be a separate question.