OpenVPN servers are generally configured to push certain routes to the VPN clients. Depending on how the VPN server is configured, it could be pushing all network connectivity through the VPN... thus subjecting yourself to the network restrictions on the other end...
I'm unsure sure how your proxy configuration takes part in your scenario, so I will try to point you in the right direction from a routing/switching (layer 3) perspective.
In this example, lets assume:
- 10.10.1.1 is the other end of the OpenVPN tunnel
- 10.10.1.0/24 is the subnet you need to access through OpenVPN
- 192.168.10.0 is your local LAN subnet
- 192.168.10.1 is your local LAN gateway
After you've connected to the OpenVPN, take a look at your routing table:
route -n
If the gateway of last resort (aka. "Destination 0.0.0.0") is still pointed to your local LAN gateway (192.168.10.1), then your Internet connection is likely not routed through OpenVPN (assuming you do not have any proxy settings configured).
If the gateway of last resort is pointed through the VPN tunnel (10.10.1.1), you could try manually changing the routes to point last-resort network traffic to your local LAN gateway:
Destination Gateway Genmask Iface
0.0.0.0 10.10.1.1 0.0.0.0 tun0
192.168.10.0 192.168.10.1 255.255.255.0 eth0
In this scenario, all internet traffic is traveling through the VPN ("tun0"). If you only need access to 10.10.1.0/24 through the VPN, then you could manually change the route on your computer:
route add -net 10.10.1.0 netmask 255.255.255.0 gw 10.10.1.1
route del -net 0.0.0.0 netmask 0.0.0.0 gw 10.10.1.1
route add -net 0.0.0.0 netmask 0.0.0.0 gw 192.168.10.1
This will (1) push traffic destined for 10.10.1.0/24 through OpenVPN (2) remove 10.10.1.1 as the last-resort gateway and (3) make 192.168.10.1 the last-resort gateway.
Destination Gateway Genmask Iface
0.0.0.0 192.168.10.1 0.0.0.0 eth0
192.168.10.0 192.168.10.1 255.255.255.0 eth0
10.10.1.0 10.10.1.1 255.255.255.0 tun0