When using an anonymity or privacy service "VPN", it is extremely important that all traffic originating from your computer is routed through the anonymity network. If any traffic leaks outside of the secure connection to the network, any adversary monitoring your traffic will be able to log your activity.
How can I fix a DNS leak?
As of OpenVPN version 2.3.9 you can now prevent DNS leaks by specifying a new OpenVPN option. Simply open the .conf (or .ovpn) file for the server that you are connecting to and add the following on a new line. For more information see the OpenVPN manual.