If for whatever reason you cannot or you do not want to use OpenVPN mode, Last Chaos can be played with ProxyCap as well. It is a "socksifier" that redirects all Internet connections of the game to a SOCKS proxy, in this case the Your Freedom client, without the game noticing it. ProxyCap is a commercial application (i.e. you need to buy it, but it costs less than 30 US$) but there is a 30 day trial period.
Your first step (assuming that YF is already up and running) is therefore to install ProxyCap, available from Proxy Labs' download page. The standard version will do. The installation requires a reboot.
Now configure ProxyCap as follows. Under "Proxies", create an entry like this one: