So, I noticed a while back that the readme.txt has the following info (and still has it in the current version):
"-If you are using a VPN to connect to office resources from
home, you will not be able to connect to secondary machines
on your local network. It's possible that using a direct
Firewire connection, a second NIC, or configuring split
tunneling support with your VPN (if allowed by your security
settings) can work around that."
Under the TCP/IP advanced options in your VPN connection setup is an option called "Use default gateway". What this option ends up doing is using the remote gateway for all your base network traffic. If you want to use your work's internet, then that's ideal... but in many cases, you're probably using an internet connection to get to the VPN in the first place (not dial-up) and you just want access to stuff at work without slowing down everything (not to mention going through all your work's internet filtering and tracking while you're connected). If you disable the "Use default gateway" option, you can be connected to the VPN AND use Multiplicity on your local machines.
Hopefully your IP range is different than your work's VPN. Since you're usually in control of your own network, that shouldn't be a big issue. (If your work is 192.168.1.*, make sure your network is 192.168.2.* or something different from work.)