Please make sure the application has been moved from the Downloads folder to the Applications folder
The VPN client should be installed with you as the as Admin user. Can you confirm this?
If not you need uninstall and re-install as an admin user.
If you still have a problem please send the log. Click on the small icon copy and paste the detail in to an email or send a screen shot. We can then take a look.
Send us support request ticket: