Paraphrasing this SuperUser link:

When you set up a VPN, the Windows default is to enable "Use default gateway on remote network." A new default route is added to the routing table pointing to the remote network's gateway, and the existing default route has its metric increased to force all Internet traffic to traverse the tunnel and use the remote network's gateway. All traffic uses the VPN, and traffic destined for the outside world is directed to the remote gateway. When the VPN drops, the route to the remote gateway is removed and the original default route is set back to the original metric. Unchecking "use default gateway on remote network" means that new default route isn't added, so Internet traffic goes out the local gateway, but a new classful route is added to the routing table, using the local adapter's IP, pointing down the VPN. Only traffic destined for the classful network of the local adapter goes down the VPN. This may not be what you want. Checking "Disable class based route addition" means that classful route isn't added to your machine when the VPN starts up, and you'll need to add the appropriate routes for networks that should be routed through the tunnel.

But, the option "Disable class based route addition" is available ONLY for Windows 7. How can I do something like that for Windows XP or Vista since they don't have that option? I have searched about for that but, no solution yet.