Finally I've found the answer to my question. As described in this link this problem is with MTU being to high. So the solution is:
It seems, with the ping functioning, that the problem is with your MTU being too high, as the VPN adds headers, it means packets are getting fragmented and dropped. To adjust the MTU on your mac, open
System Preferences > Network > [your connection] > Advanced > Hardware > Configure: {Manually,Automatically}
There you will see if it is configured automatically, it will be 1500, as that works fine on normal ethernet connections. You will want to adjust this down, there is a fairly simple way of understanding how large your MTU needs to be. Following this guide here, you can use ping to determine the optimum MTU. Connect your VPN and open a Terminal window:
Type: ping -c 2 -D -s 1472 www.youtube.com 1472 is the packet size in this case.
You will get one of two reponses, ping: sendto: Message too long or a normal ping reply.
Since 1472 + 28 is 1500, you should get a Message too long error. Reduce the ping number down until you get a positive reply. take the functioning number, add 28 and use that as your MTU.
[Update]
As mentiond in this link you can turn automatic discovery on using this command:
[Update2]
It seems sysctl is not working.