From what I recall, there's no real setup per say. Once the VPN is connected it applies to everything on your computer, as it affects your PC as a whole. To check, try opening an internet browser and checking your IP. If it's changed, the VPN is working. Now, whether or not the server your on will help with the RS issue, I don't know. I've heard you need to try and get like the southern states (i.e. Florida) or the west coast!