Before doing any setup i made sure that Tun/TAP was enabled.
Went through a setup openVPN got it to connect just fine but it will not mask my ip when i am connected.
I added 'push "redirect-gateway def1" to the server.conf file as thats what i found searching the internet and that still did not work.
I am able to ping the server just fine once connected.
As i was going some more searching i thought it might be something with iptables, found here: topic7722.htm
But i get the following error.
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FATAL: Could not load /lib/modules/2.6.18-194.8.1.el5.028stab070.4/modules.dep: No such file or directory
iptables v1.4.8: can't initialize iptables table `nat': Table does not exist (do you need to insmod?)
Perhaps iptables or your kernel needs to be upgraded.