What you want to do is enable shell access on the OpenVPN server (or any computer on the OpenVPN network, really) and create a shell account for your proxy.
Use ssh -D 127.0.0.1:8080 username
on the commandline of your client system where username
is the name of the proxy shell account you created, and 8080
is the SOCKS5 port you wish to use on the local machine. ssh
should be installed by default on Macs/Linux/BSD or easy to install if it's not, and for Windows you can use PuTTY or Cygwin's ssh
to set up a tunnel. I know this doesn't answer the question, but it would be the quickest way to achieve what you want, assuming you can get shell access to a computer over the OpenVPN network.
The other way would be to find a SOCKS5 server which allows you to specify the bind address for outgoing connections.