Keep my local internet working when connecting to FORTICLIENT VPN

When I connect to my work vpn, my internet access stop working. 

I've searched a lot, but a lot a people talk about "Split Tunelling" and another strategies, but I can't do it on my CLIENT. (I'm not the server admin).

I have only installed FortiClient.com on my computer.

I read a lot of strategies, but not exactly how to do it. 

Thanks a lot.