If you attempt to connect to the VPN from a server that you are remotely connected to, you will loose the connection to the server as soon as the VPN connects. This is because the VPN server pushes a new default route that sends the return traffic through the VPN. To prevent this, you'll need to edit the OpenVPN config file for the server you are connecting to and add the line below:

route A.B.C.D net_gateway

where A.B.C.D is the IP address of the device you are connecting from.

If you don't want to route all traffic through the VPN you can reject the default route pushed by server by adding the the directive below to the config file. You will then need to add your own static routes for the addresses you do want to route through the VPN.