VPN tunnelled connection for all clients

I would like my Routerboard to establish an OpenVPN tunnel, then send all client’s data through that tunnel. Is there a setup-howto on how to do this?

In depth:
I have subscribed to an anonymizing VPN provider. I would like to send all data through that tunnel, from all clients (all clients on a certain port at least). Those clients will be issued a DHCP IP, and a route that goes through the OpenVPN. Traffic is only routed if the VPN is successfully established.

Any pointers or help is highly appreciated. Thanks!