You need to make sure UK is selected, and that it is definitely turned on.
When in doubt... reboot.
When Tunnel Bear shows that it is turned on, and UK has been selected, pop over to the Android browser, and visit
http://WhatIsMyIP.com - it will clearly show you which country your reported IP address is in.
If you're not 100% certain, then turn Tunnel Bear OFF, revisit
http://WhatIsMyIP.com and make sure it displays a different IP address from a moment.