Activating the kill switch should block internet access if the VPN connection drops.
You can have the client automatically protect you as soon as you connect to the internet, or when you access unsecured Wi-Fi networks, for instance. The Settings panel isn't exactly stuffed with options - no ability to change the protocol, for instance (it's strictly OpenVPN-only) - but the features you get are worthwhile. Avast SecureLine also provides browser extensions for Chrome and Firefox (Image credit: Avast)