This is a know issue, it happens to some users but don't know if in the last days any solution has been found.
Search on the forums, it should be an active discussion about VPN memory leaks with many posts and some options to test but none of them has been fixed the problem.
In the other hand, you may try with Opera Developer if needed, you can find it in Opera.com
If also fails, test with a new Windows User Profile as said by Burnout426, if the problem persist... something wrong in the Windows Installation.