I have a mikrotik router which works perfectly. Last few days i am trying to reroute my traffic through a vpn client gateway instead of my dsl modem. The PPTP connection is established, and in winbox when i traceroute, i follow the vpn path, but my devices follow the dsl modem. What seems to be the issue here?

your route is the problem. You need to specify what you want to go by default, and what to go over the VPN

lets say for start i want my whole local network to route through the vpn. when i choose that, i completelly lose the connection to the internet!

If you route whole traffic to VPN tunnel, your tunnel itself will try to follow the path and it will go down therefore you will lose connection. What you need to do is to set the routes the way that the tunnel itself uses DSL and the rest of the traffic will go via tunnel.