There may be several reasons that your IP isn't being hidden. Sometimes, it's something simple like your browser caching your IP. You can test this by opening an anonymous browser window and heading over to whatismyip.com and checking your IP address. It should change when you are connected to proXPN.
A bit more complicated are DNS and UAC. You can find articles on changing your DNS servers and flushing the DNS cache here for Windows or here for Mac OSX.
If its not DNS, it could be UAC. You should either disable UAC or run it as an administrator. Of course, that's not the issue if you are running on a Mac.
You can also ensure that you make sure Block Non-VPN DNS is checked.
If you are still having this issue, please send us an email so we can investigate.