All you have done is missed a step out of the install process :
iPhone - Refer back to the install guide you will see at step 6 you need to slide the bar and enable 'send all traffic'. Go to http://www.guardmyip.com/setup/iphone.html
iPad - Refer back to the install guide you will see at step 5 you need to slide the bar and enable 'send all traffic'. Go to http://www.guardmyip.com/setup/ipad.html
If you continue to have problems please come onto Live help we are available from 09.30 - 17.30 weekdays (Central European Time)
