IMPORTANT: Don't setup your Mikrotik RouterOS remotely. You have to be connected via the LAN interface, otherwise you will cut the connection (access to the router) and you will not be able to access it remotely any more.
Update Router OS on your Mikrotik router to latest version (at least version v5.8)
Connect to your Mikrotik router via WinBox.
Setup the DNS servers manually to Google DNS: IP -> DNS -> Settings -> Servers. Enter 126.96.36.199 and 188.8.131.52 and disable Allow Remote Requests.
Setup NAT masquerade of your LAN network so all devices behind the Mikrotik Router will use the VPN connection. Go to IP -> Firewall -> NAT -> '+' button and set masquerade on srcnat chain as following.
Add new route as you can see on following images. You will need the default gateway IP address of your Internet provider (ISP) and VPN server IP address (please contact us if you do not know our VPN server IP addresses).
Your routing table should not contain any default route now. See the screen bellow.
Setup the PPTP client according to the screens bellow. Status should appear as connected once you click Apply.
Go to PPP -> Profiles -> double-click on 'default-encryption' -> Protocols and set User Encryption = required as following.
Go to IP -> DHCP Client and disable the "Add Default Route" option.
Now you should be able to ping for example www.google.comback to downloads