Q:

Routing to a specific LAN gateway depending which application sends the request

I have a VPN set up with USAIP (usaip.eu) to get an IP in the US although being physically connected to the internet in Europe. 
Now i want to route only specific requests via this VPN (you already guessed it, Hulu). Because Hulu's IPs are changing quite often, i would like to specifiy, that only traffic initiated by some applicatins (say firefox.exe) is routed thru the VPN. Can a software firewall do this (and if yes, which one do you recommend?) or what would be the best way to accomplish this?

A:

And you'd actually need to route DNS requests as that's Akamai's first round of routing.
A much easier way is to just use SSH as a socks proxy:
ssh -D 1080 <host>

Then tell your browser there's a SOCKS proxy on 127.0.0.1:1080 and things just work.
Even for apps that don't directly support SOCKS there are wrappers like tsocks.

