Seems like reading and comprehending the question is not doable for most of the folks in the comments of this story today. If you go back and read what the original poster asked, I think you'll realize that it's completely doable, with some (perhaps significant) effort. Certainly there aren't any out -of-box solutions that I know of. Basically a combination of mTCP and VPN is what he's looking for. The multipath connection is not between him and the gaming server. He wants it between him and a VPS running linux. The gaming server part is the final goal, but nothing to do with his problem or question. He certainly could invent his own tunneling protocol using, say UDP. As an example, if we consider the tcp/ip protocol, each packet has a unique sequence number. So if we take a TCP/IP packet, wrap it in a UDP packet and send one to the server through each interface, the server could unpack the UDP packet, note the sequence number, and if it already saw it recently, discard it. Otherwise, make a note of it and drop it onto the internet. On the return trip, acknowledgements would have to be handled on the client side. IE if one ack comes, we can safely ignore any others for the same sequence number. If no acks come from either pathway, then it's a standard timeout. This is TCP/IP only. I'm sure UDP could be encapsulated in a similar way, ICMP also probably.
As I type this, I wonder if this could be done by hacking OpenVPN. OpenVPN already has udp encapsulation of UDP, ICMP, and TCP/IP. It would just be a matter of hacking in some support to send the same packet out multiple interfaces at once, and then logic to track and discard duplicates. Not sure how long either hand would have to track things for, or how much would have to be tracked.