This is a simple question. On OpenVPN's site, I can read:
By default, when an OpenVPN client is active, only network traffic to and from the OpenVPN server site will pass over the VPN. General web browsing, for example, will be accomplished with direct connections that bypass the VPN.
I am not setting up any OpenVPN server. I am just connecting to one. I naively thought that if I connect to an OpenVPN server, all my internet traffic is sent to it. What does the above statement mean? What is actually happening?