Can't get open-VPN to work. Help needed!

[castlevania]

I'm trying to get an open-VPN connection to work, but I'm having problems. I hope they can be solved though.

I'm connecting to a server that told me to use this configuration file:

-----
ifconfig 88.80.12.53 255.255.255.192
port 5054
remote 88.80.7.34
dev tap
comp-lzo
ping 15
verb 3
-----

I manage to get open-VPN to connect to the server. That is good. But when I browse the internet the traffic doesn't go through the VPN.

From what I've read it seems I need to create some routing rules to make the traffic go through the VPN. Now we come to the things I haven't been able to find out on my own and need help with.

I want to use multiple(2) VPN's from behind one router. Given that, should I create the routing rules on the router or inside the OS? Does it matter?

I'm using:
OS: Windows XP
router: Linksys WRT54GS

Depending on where the routing rules need to be created my follow-up questions will be what routing rules I need to create and how.

Thank you very much for the help!