If your internet is fucked, as in your connection to your ISP (and perhaps even further), connecting to VPN/proxy won't help (it all depends on the route). Sure, ping might show lower, but that's because the ping is measured from game server to your proxy server, and not to your line/pc directly. VPN works if VPN route bypasses the point on the path of the packet which is congesting shit. Check with tracert (to game server) to see where shit gets rough.
PS: most public VPNs are HORRIBLE.