Ok, I am kinda confused on this one. When I install my vpn for the first time and start it, comodo firewall, gives me a pop up if I want to accept connection from open vpn. So I click yes, I rule its created automatically in firewall rules to allow outgoing. And vpn works great. So far so good.
Now this means that with this configuration all my applications through the VPN?
Or do I need to add other rules and stuff? What am I mising?
This is what I trying to do guys, If some one can help me I would appreciate very much:http://www.hacker10.com/internet-anonymity/how-to-stop-your-ip-being-exposed-after-vpn-disconnection/
Look the last option where they say comodo firewall.
Use a firewall to force all your applications through the VPN
Using a software firewall you can tell it to allow applications to connect only through the VPN, including your browser, the only downside to this is that firewalls all have very different configuration settings and you will probably need to read the documentation or ask at some computing forum about how to bind your browser with your VPN connection.
The firewall that comes with Windows has few configuration options, Comodo Firewall can be customized to your taste to stop all Internet browsing that does not follow your established rules like going through the VPN.