VPN

How do I keep all my internet traffic going through the remote server when connecting to a VPN (OpenVPN)? When I am connected as a client to a remote site and I go to a website, that traffic is somehow being routed through that remote site’s internet connection and not my own. This is evidenced by the super slow download speeds and Google maps will show that I’m at the location of the remote site and not my physical location as it normally does when only connected to my local connection. I want to be able to see all the devices on the remote network, but still be able to take advantage of a direct connection to the internet as well.