Laptop, wi-fi, VPN, no firewall -- what's safe?

I am using a company-issued laptop that has Contivity VPN Client installed.
I had my first Wi-Fi experience last night (at a microbrewery watching
Tigers baseball! Yeah!); the connection was "unsecured".  Was I "vulnerable"
while I was connnected through the VPN client?  It seems to me that the VPN
only protects the company network, but doesn't necessarily protect anything
on my laptop.

There is no firewall running on this laptop and the "setup" has Windows
Firewall turned off and unable to be turned on (greyed out).  The network
guys said that the firewall is on the network.  I asked about the scenario I
presented above and I think they are looking at installing the Symnatec
firewall they half-expected would be installed already.

TIA,
Dan