On Linux, after connecting to the VPN, I can make it execute a shell script of my choice, by default named: ip-up.local -- below is my script:
#!/bin/bash
# add domain names to theHosts array -- don't edit anything else
# the script will have each site's IP pass through the gateway of the
# connection being established
theHosts=( pandora.com last.fm hulu.com youtube.com netflix.com )
ips=$(for host in ${theHosts[@]}; do host -4tA $host; done | awk '{print $4}')
for ip in $ips; do /sbin/route add -host $ip gw $4 dev $1; doneip-up.local should be in /etc/ppp/
Make sure you check the option to tell your connection to not replace your existing default route.