Hello,
after a large number of hours trying to understand what was going on, I finally got my ProxMox 1.7 setup to sail smoothly with a RIPE block over the VLAN. This is a nearly a step by step guide. I put it on my own server for my personal reference.
Read the tutorial about OpenVZ and the VLAN.
At the end you get your VE (or VM) to have private and/or RIPE IP and they can communicate with each other nicely with the right source IP depending on the network (public/RIPE or private).
A good source of information is also the French OVH forum. It is faster to use Google to search the forum:
forums.ovh.com proxmox vlan. Note that I am not using the "site:" filter of Google to grab also some other interesting resources. I read nearly all the sites referenced in the first page of this search.