Can I use a VPN with rtmpdump?

[thefallenghost]

Hi,
I'm trying to get some BBC streams to work. I found an XML file for the streams: this is an example for BBC1:
http://open.live.bbc.co.uk/mediasele...2db0f3f/asn/1/

(You will be geoblocked if you don't have a UK IP).

When I connect to a VPN and try to play any of the rtmp streams, I get the following error:

ERROR: RTMP_Connect0, failed to connect socket. 10060 (Unknown error)

So the question is basically is there a way to use a VPN with rtmpdump?

Thanks!