VPN-X Tech Info
Advanced Configuration
Route (gateway)
Note: The Gateway feature should always be worked in conjunction with a NAT server, or you will have to configure a route rule for each computer, and tell them where to send the Ethernet packages. We don’t recommend using this method to make a network.
VPN-X gives a GUI for all platforms about this. VPN-X can help OS act as a Gateway easily.

Click “Apply”, Linux, FreeBSD and Mac OS X will take effect without rebooting the machine, but Windows needs to reboot to take effect.