IMPORTANT: The Sygate firewall has only been tested on Windows XP though it should work with all 32 bit Windows OS.
You will first need to install the Sygate Firewall. You can get a free version of the personal firewall from this link.

4. Now here you will have to specify a few rules which are as follows:
(4.1) First Rule: You will need to block all the traffic which is going through your main connection (ISP or your wireless router connection) To do this:
(4.2) Second Rule: Since you already block all the traffic you won't be able to connect the VPN without opening VPN ports. So you need to first open VPN ports on it.
Open Ports for OPENVPN: If you're using OpenVPN, than you will need to add 1194 UDP port to allow the VPN to connect with VPN servers. To do this:
Open Ports for PPTP: If you're using PPTP you will have to setup 2 rules one for PPTP port 1723 and a second for GRE port 47 since PPTP uses GRE for IP encapsulation.
(4.3) Third Rule: This is to allow all traffic which is going through VPN. To do this,
After this, just VPN traffic should be able to leave your computer !
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