Configure Windows 10 firewall to only allow internet traffic when connected to VPN using OpenVPN

[Lt_Mac]

How do I configure the Windows firewall to only allow internet traffic when my computer is connected to my VPN? I am using OpenVPN and I wish to apply this as a global rule or global set of rules, not only for a selected application/applications. It would though be necessary to allow the VPN client to communicate over the interent in order to connect to the VPN server I suppose?