Your question isn't 100% clear to me.
Do you want to have all of your subnet able to access the ssh tunnel? Is "my subnet" trusted?
So, I'll make some assumptions and tell you what I think you need to do at a high level.
1.) You are going to have to tweak "my server" sshd configuration to allow non local forwarding.
2.) Set up your router to automatically connect ssh to "my server" and have ssh act as a socks proxy.
You will need to use something like this:
ssh -D 8080 user@myserver
Since ssh doesn't allow command line passwords, you will need to set up an "identity file" on your "router" and set it up as trusted on "my server".
3.) Your clients should use socks compatible software that points to "bind_address" on the specified port.
4.) If you want to be paranoid, you can set up a filter in your firewall config to block traffic from "my subnet" that doesn't use the proxy and attempts to directly use the internet.
I'm not aware of any way that you can set this up as a transparent VPN type setup.