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.
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.