I set up an OpenVPN server on my VPS, using this guide: http://vpsnoc.com/blog/how-to-install-openvpn-on-a-debianubuntu-vps-instantly/

And I can connect to it without problems. Connect, that is, because no traffic is being redirected. When I try to load a webpage when connected to the vpn I just get an error.

This is the config file it generated:

dev tun
server 10.8.0.0 255.255.255.0
ifconfig-pool-persist ipp.txt
ca ca.crt
cert server.crt
key server.key
dh dh1024.pem
push "route 10.8.0.0 255.255.255.0"
push "redirect-gateway"
comp-lzo
keepalive 10 60
ping-timer-rem
persist-tun
persist-key
group daemon
daemon

This is my iptables.conf

# Generated by iptables-save v1.4.4 on Sat May  7 13:09:44 2011
*raw
:PREROUTING ACCEPT [37938267:10998335127]
:OUTPUT ACCEPT [35616847:14165347907]
COMMIT
# Completed on Sat May  7 13:09:44 2011
# Generated by iptables-save v1.4.4 on Sat May  7 13:09:44 2011
*nat
:PREROUTING ACCEPT [794948:91051460]
:POSTROUTING ACCEPT [1603974:108147033]
:OUTPUT ACCEPT [1603974:108147033]
-A POSTROUTING -s 10.8.0.0/24 -o eth0 -j MASQUERADE
-A POSTROUTING -s 10.8.0.0/24 -o eth1 -j MASQUERADE
-A POSTROUTING -s 10.8.0.0/24 -o venet0 -j MASQUERADE
COMMIT
# Completed on Sat May  7 13:09:44 2011
# Generated by iptables-save v1.4.4 on Sat May  7 13:09:44 2011
*mangle
:PREROUTING ACCEPT [37938267:10998335127]
:INPUT ACCEPT [37677226:10960834925]
:FORWARD ACCEPT [0:0]
:OUTPUT ACCEPT [35616847:14165347907]
:POSTROUTING ACCEPT [35680187:14169930490]
COMMIT
# Completed on Sat May  7 13:09:44 2011
# Generated by iptables-save v1.4.4 on Sat May  7 13:09:44 2011
*filter
:INPUT ACCEPT [37677226:10960834925]
:FORWARD ACCEPT [0:0]
:OUTPUT ACCEPT [35616848:14165347947]
-A INPUT -i eth0 -j LOG --log-prefix "BANDWIDTH_IN:" --log-level 7
-A FORWARD -o eth0 -j LOG --log-prefix "BANDWIDTH_OUT:" --log-level 7
-A FORWARD -i eth0 -j LOG --log-prefix "BANDWIDTH_IN:" --log-level 7
-A OUTPUT -o eth0 -j LOG --log-prefix "BANDWIDTH_OUT:" --log-level 7
COMMIT
# Completed on Sat May  7 13:09:44 2011