Nokia N900 OpenVPN GPRS failure.

Although one is able to establish a connection with GPRS it fails to route traffic through the VPN. The same problem is not experienced when connected through Wi-Fi.
I should clarify that this is not a problem with blocked ports on the DATA provider side. Like I sated above your able to connect to your OpenVPN server. The phone itself fails to utilize the service.

Would any have some insight on the issue above?