Open "Windows Firewall with Advanced Security" via Windows start menu search, or execute "%windir%\system32\WF.msc". The window "Windows Firewall with Advanced Security" will appear, select "Outbound Rules" from the list on the left hand side, and Click on "New Rule…" on the right hand side under Actions.
For Rule Type select "Program".
Browse for uTorrent.exe location, then click on "Next" button.
For Action select "Block the connection", and then click on "Next" button.
Click on "Next" button.
For the name enter "Block uTorrent - Allow only via Astrill VPN" and click on "Finish" button.
To configure the rule in Windows Firewall, double click on "Block uTorrent - Allow only via Astrill VPN" rule and then Click the "Scope" tab. Under Local IP address section, click "Add" button, then click on "This IP address range" option, and enter IP Range From: "0.0.0.0" and To: "22.214.171.124", click "OK". Repeat for IP range From: "198.19.0.0" and To: "255.255.255.255", and then click "Apply". Now you are ready to test.
Now that you have created the firewall rule, you can test uTorrent and no traffic should pass. Your uTorrent window should be similar to one below.
Now you can connect to Astrill OpenVPN and uTorrent should start working.
With this steps, you can configure just about any other programs you would like to work only and only when Astrill VPN is connected.