For version 2.1:
In Firewall->Rules->LAN you simply add a rule where source is your LAN IP, DESTINATION is * and in advance features, you set the Gateway to the VPN.
Be careful to look what is the default gateway, as it might have become the VPN.
Be also careful that the rules work as 'first match applies', so as long as a rule doesn't match, it'll look at the next one down.
Also, if the VPN is down, packet might be routed through the default gateway (and you might not want that), be sure to set up rules correctly
I hope it helps.