Note to self. Using OpenVPN on Windows, if your Internet traffic still goes via the local network rather than the VPN network, check whether OpenVPN has set itself as the default gateway.
C:\Users\Rakhesh>route print 0.0.0.0
IPv4 Route Table
Network Destination Netmask Gateway Interface Metric
0.0.0.0 0.0.0.0 192.168.17.254 192.168.17.189 25
0.0.0.0 126.96.36.199 10.111.1.5 10.111.1.6 20
Notice the second entry with the lower metric above. That’s OpenVPN. If such an entry exists, and its metric is lower than the other entries, then it will be used as the default route. If such an entry does not exist then double check that you are running OpenVPN GUI with “Run as Administrator” rights. I wasn’t, and it took be a while to realize that was the reason why OpenVPN wasn’t setting the default route on my laptop!
Hope this helps someone.