Specific question involving NIS's firewall with a VPN connection

I am considering purchasing the new version of NIS but have specific question about it first.  I am accessing certain sites thru a VPN, and I need to only connect to those sites through the VPN.  Under normal circumstances, this will not be an issue.  But, if the VPN connection drops, the sites will automatically try to connect directly to my local IP, and I can't let this happen.  Can NIS's firewall help me with this?  Can it refuse connections to all websites if my VPN connection drops or specifically refuse connections to certain websites except when I access them via the VPN?

Thanks!

Matt