Here’s a quick email I sent about how to create a VPN to play World of Warcraft.  I know it’s vague. If you have questions, post them in the comments.

On your windows clients use: openvpn.se it’s a gui.  All you do is install it, throw a config in the right place and use the taskbar button to connect / disconnect.  It’s beautiful.

The configs are what is the biggest pain in the ass.  Be sure to generate all your keys on the server and then transfer them to your clients.  Recently I’ve been doing TCP over TCP instead of the suggested UDP over TCP. I don’t know why, I’m just weird. For these configs I changed them to UDP for you.

Client config:
———————————-
client
remote 68.229.209.187 443
proto udp
dev tun
resolv-retry infinite
#nobind
persist-key
persist-tun
comp-lzo
verb 3
route 192.168.1.0 255.255.255.0 10.8.0.1
ca “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\ca.crt”
cert “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\client1.crt”
key “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\client1.key”

Server config:
———————————-
port 443
proto udp
dev tun

ca “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\ca.crt”

cert “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\server.crt”
key “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\server.key”  # This file should be kept secret
dh “C:\\Program Files\\OpenVPN\\easy-rsa\\keys\\dh1024.pem”
server 10.8.0.0 255.255.255.0
ifconfig-pool-persist ipp.txt
client-config-dir ccd
keepalive 10 120
client-to-client
comp-lzo
persist-key
persist-tun
verb 3
push “route 192.168.0.1 255.255.255.0”
route remote_host 255.255.255.255 vpn_gateway

—————————————————-

Depending on what you’re routing you may have to add routes, tons of info on that in the openvpn examples on their website.

BE SURE when you’re generating keys to give the key the common name of the name of the key.  For example when you’re generating client1.key give it the common name client1.  This will prevent bad shit.

I used this guy’s webpage back in the day for help on generating keys in the windows environment:  http://www.runpcrun.com/howtoopenvpn

So I don’t know what the hell you’re trying to do. But let’s say you wanted to play WoW from work. 

First download freecap:

FreeCap — is freeware program providing under terms of GNU General Public Licence
Program based on universal DLL injection in alien process (works on all Windows from Win95 to Longhorn), which hooks Winsock API, redirecting connect requests to the SOCKS server. Wrote on Delphi with small assembler parts.        
You can get it at http://www.freecap.ru/eng/?p=download#dl
It lets you proxy wow or whatever the hell you want to proxy for that matter.  So after you install it, open your VPN and point freecap to a proxy you have installed on your home / openvpn network.

Good luck