Maybe your VPN creates a virtual network not connected to your physical network. You can check this by looking up the IP and subnet of your client device when connected with VPN and compare it to the network settings of the host (your Pi).
I think you need to bridge your VPN to the physical network to use the MiniDLNA.
Or you enable IP Forwarding: http://www.ducea.com/2006/08/01/how-to- ... -in-linux/
because I think that's the way I did it.