How can I prevent traffic leaks out of the VPN tunnel?

We strongly recommend that you set the proper firewall rules. Different solutions are deprecated for security reasons. We provide instructions for Comodo, pf, ipfw and iptables. The rules can be easily adapted for any other good firewall.
On the "How to" forum you can find the links to the instructions for each firewall.

If you run the free and open source Air software client "Eddie", or the AirVPN Suite for Linux, you can enable "Network Lock" option: Network Lock. In this case, you don't need any instruction for any firewall.