Assumptions: VPN client PC is Windows XP SP2

Once the VPN has been established according to HowTo install OpenVPN server, you need to identify the following:

1) WAN IP address of the router. We will call it wanip
2) Default gateway of the WAN interface on PC. We will call it gatepc
3) Default gateway of the VPN tunnel on the PC. We will take as in HowTo install OpenVPN server.

Open a DOS prompt on the PC you are running the VPN client and type the following:
ROUTE ADD wanip MASK gatepc METRIC 1
With this you should be able to ping the LAN IP address on the router, typically and go out to Internet via the routers WAN interface and not via the local WAN interface on the PC.