Gordon wrote
"iptables -t nat -A POSTROUTING -s 10.8.0.0/24 -o venet0 -j MASQUERADE"
Ignoring your error code for a second, it seems your code is mixed. What do I mean by 'mixed'? Well, a VPS comes in two flavours XEN and OpenVZ.
The venet0 interface is usually associated with an OpenVZ VPS.
The MASQUERADE command is usually associated with XEN.
Since you use
both venet0 and MASQUERADE, I hypothesize that your code wont work with either XEN or OpenVZ VPS, with the excpetion being that you have a XEN VPS with a venet0 interface. That exception is not likely tho in my opinion.
Possible to confirm if you are OpenVZ or XEN?
If not, try OpenVZ first, its the cheapest and most common VPS around.
When you are ready, you can see the correct code for either OpenVZ or XEN
here:
https://forums.openvpn.net/topic7722.html
XEN
iptables -t nat -A POSTROUTING -s 10.8.0.0/24 -o eth0 -j MASQUERADE
OpenVZ
iptables -t nat -A POSTROUTING -o venet0 -j SNAT --to-source 100.200.255.256 #Use your OpenVPN server's real external IP here