VPN in virtualbox?

Is there any way to get a vpn working in virtualbox? I tried setting PIA VPN on crunchbang in VirtualBox, but it won't go to any websites even though it says connected. I've tried both bridged and NAT options under networking in virtualbox.

use bridge connection for virtual machine in virtualbox.
use openvpn in virtual machine (OS linux).

and all will be working..this is checked 100%

I think I messed up the installation, I'm going to try with a clean install of lubuntu, since crunchbag was out of date.

UPDATE:

After installing lubuntu 14.04 I set it to bridge mode and then used the openvpn installer method for PIA VPN and it works. The IP on the virtualbox session is now different than the ip on host.