With regards to your side question, yes, it's easy to send only certain sites through the vpn, but it is done by IP address, not by domain name. So it won't work very well for sites with frequently changing IPs (rare) or a DNS round robin when not all IPs in the round robin are known (somewhat rare).
For a website to tunnel through the VPN, it's IP address (or subnet) needs to have an entry in the routing table on the client computer. That can be added manually on the client computer or it can be pushed to the client from the VPN server at connection time.
The manual way, for Windows, is as follows from the command prompt:
route add 22.214.171.124 MASK 255.255.255.255 gateway 10.0.0.1
where 126.96.36.199 is the IP address of the website, and 10.0.0.1 is the gateway IP on the VPN setup (possibly the LAN-side IP of your router, depending on how the VPN is configured).
To push the routes automatically, add the following line to the end of the OpenVPN config file on the server:
push "route 188.8.131.52 255.255.255.255";
again, where 184.108.40.206 is the IP address of the site. Note that in this case, OpenVPN will automatically handle putting the right gateway in.