With Tunnelblick or the VPNSecure OpenVPN Application 

You will be required to edit the following files, you can either do this via the terminal or via Text Edit application (You will need to open the file with Administrator privs,)

Tunnelblick sudo nano /Applications/Tunnelblick.app/Contents/Resources/client.up.tunnelblick.sh

VPNSecure App  sudo nano /etc/vpns1.2.4.1/lib/bin/osx/client.up.sh

At the very end of the file above exit $EXIT_CODE please write the following you can hold Ctrl+v in nano to get to the end of the file.

natd -interface tun0
ipfw -f flush
ipfw add divert natd ip from any to any via tun0
ipfw add pass all from any to any
sysctl -w net.inet.ip.forwarding=1

To save the file using Nano, press crtl+w Enter then ctrl+q to exit.

To remove the configuration changes when you exit the VPN please edit the following file

Tunnelblick sudo nano /Applications/Tunnelblick.app/Contents/Resources/client.down.tunnelblick.sh

VPNSecure App sudo nano /etc/vpns1.2.4.1/lib/bin/osx/client.down.sh

At the very end of the file above exit 0 please write the following.

killall natd
ipfw -f flush
sysctl -w net.inet.ip.forwarding=0