Running openvpn on both guest(centos) and host systems (winxp) (VMware)

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http://serverfault.com – I am using vmware and need to access VPN from both guest (winxp) and host (centos6) systems. Vmware (winxp) is set to NAT with the host centos system. If I run openvpn on both, then I face connectivity issues (packets get intermittently lost from winxp). This is probably expected. I ran openvpn on centos only, but I still face connectivity issues (some websites don't open, other work properly). I would think that the latter should work but it apparently does not. Is there a way I can probably set up centos as a router and run openvpn client on both machines. Or any other way? Thanks for any in (HowTos)