Mafia & VPN

I've recently started using a VPN (specifically Astrill) and Mafia works fine through it. However whenever I try to open a relay browser (or anything that causes Mafia to open a web browser) they conflict. Mafia reports:
Malformed HTTP request from browser.
and Astrill displays:
Astrill Error
Connection Closed Gracefully.

Does anyone have any experience with this problem and have a solution? Or does anyone have some suggestions on how I might get this working?

I've not tried a VPN, but I wonder if Astrill is intercepting traffic to 127.0.0.1

Thanks Darzil.
That helped me search their forums for a fix.

For anyone else reading this in the future: (for IE/Chrome at least): Tools -> Internet Options -> Connections -> LAN Settings -> "Bypass proxy server for local addresses"