This does not happen too often so this why it is important.
VprVPN can chug along happily then, without warning, lose the connection. I am using a sound to warn me but this sound makes a single "beep". There needs to be something a little more substantial--maybe made optional.
Recently, I left my computer and my VPN connection was lost. I came back and did not think to check VyprVPN's status. I just assumed that it was still connected. So, I continued for about an hour without VPN protection when I kind of needed it!
I suggest some type of dialog box or pop-up (small and unobtrusive) that says something like "VprVPN lost its way..." (something cute or serious). This dialog box should stay on the screen until clicked.
Again, this can be an option but I think a lot of users would find this VERY helpful and useful. I know I would select this option, if available.