Ever wondered how, when connecting to a VPN using the built in client of Windows XP, you could only traffic that needs to go over the network does so? You can tell Windows to work in exactly that manner.
All you need to do, within the Properties of the VPN connection, is untick the below box.

You can use something like http://www.anseko.com/netcatcherpro.html also
It can catch network interfaces’ events and add or delete routes every time when you connect or disconnect VPN. So, you’re adding routes you need once a time and just forget about them.