How do IOpera white-list it? ...I'm not very tech savvy.

Settings say I'm using proxy for local servers.

I use AVG. But I don't think that'd be blocking Opera's VPN. It goes like, I restart the computer, and it keeps the VPN on for a few moments. A few hours agao, it sayed on for hours. But then it just... stopped working. I'm running a free trial of AVG Zen.

I don't think so, how do I find out?

I cleared my browsing data and it's still not working?

It works for a brief amount of time. And then it suddenly just stops, displaying a message about connecting and needing to change the virtual location. I've done that and it keeps "connecting."