We have implemented a similar feature, Kill Switch, in our VyprVPN Windows 2.5 release which allows the user to choose to not have internet access when the computer is not connected to VPN. We are currently working on the proof of concept for per-app VPN. I hope this answers your questions!
An error occurred while saving the commentThomas Blatti commented
I'd like to have a feature implemented that automatically starts an application or a website when connected. So I can switch on my computer and it automatically does what I want to (e.g. watch Zattoo). Thanks.