The best way to do this is with separate physical NIC interfaces. One physical interface will be for your physical, or host system, and the second NIC you would pass through to your VM. Then your host and VM network addresses would also be in the same network range and be able to communicate together as well as independently to the gateway and internet. I really don't know how VPN connection would work through a shared NIC port on a VM. And honestly MSE isn't the greatest anti-virus application out there, but it's definitely not bad. Especially when used in conjunction with 1) additional clean-up utilities like Malwarebytes Anti-Malware and a secure web browser like Firefox or Chrome, and 2) common sense and practical use online.