I suppose you installed openvz using rpm. During installation the following changes to sysctl.conf file introduced:
# On Hardware Node we generally need
# packet forwarding enabled and proxy arp disabled
net.ipv4.ip_forward = 1
net.ipv4.conf.default.proxy_arp = 0
# Enables source route verification
net.ipv4.conf.all.rp_filter = 1
# Enables the magic-sysrq key
kernel.sysrq = 1
# TCP Explict Congestion Notification
#net.ipv4.tcp_ecn = 0
# we do not want all our interfaces to send redirects
net.ipv4.conf.default.send_redirects = 1
net.ipv4.conf.all.send_redirects = 0
I suppose, changing net.ipv4.ip_forward to 0 should help in your situation.
HTH,
vass.