A firewall can easily do that. Just add an outgoing rule imposing that the destination IP for all protocols/ports/whatever is that of the "VPN" server. This way all connection attempts that go directly to the real server instead will fail.
The rudimentary built-in Windows Firewall is perfectly capable of imposing such restriction.
Thanks. When using a VPN service provider, what is to stop applications from connecting to the internet outside of that VPN connection?
Your firewall can do that, when configured to do so. Read my previous post about it.
Please disregard thread title. Not looking for a solution, just info about standard operation, thanks.