You will not be able to be Geo-Located should you have VPN or Remote Desktop Software on your computer, or any software that emulates a Proxy server. You will need to disable this while playing the games.
For Windows, to disable the most common types of software please take a look at the following instructions:
How To Disable RealVNC On Windows 7 & 8
If you are using a different Operating System than Windows 7 or 8, the instructions will likely be very similar, or available to the right of the above videos on Youtube.