VPN users not showing IP of firewall

Hello, I just configured a VPN-SSL on my Fortinet FGT40F firewall. I created a test user. I authenticated without incident to the VPN but when I do a 'WhatisMyIP', it shows the IP address of my modem from my home. So, I assuming this will happen to my non-USA users. The reason why I need a VPN is that I have users from different countries who are having issues connecting to financial institutions because the IP resides outside the United States. I thought that once connected to the VPN, it would show the IP address of the VPN server in the USA. Did I do something wrong? Thanks in advance.