The easiest way to route traffic is by IP address. Find out the IP addresses of the DotA servers that you commonly access, and add routes to your gaming machine (assuming Windows) to your OpenVPN server private IP. In a command prompt with Administrator privileges:
route add <dota server ip> mask 255.255.255.255 <openvpn server private ip>
If you use the -p parameter it will make it permanent (survives a reboot).
If it isn't clear what the server IP address is, then you can route via the openvpn interface instead.
netsh interfaces ipv4 show interfaces
will provide a list of interfaces in your machine. One of these is the openvpn tun/tap interface. Note its index (the idx) field.
Then add the route with the netsh command instead:
netsh interface ipv4 add route prefix=<dota ip address>/32 interface=<idx> store=active
store=persistant to get it to survive a reboot.
This will direct any traffic destined for the dota server to the openvpn box.