If you think it's bad enough to justify a return to the departure airport, squawk 7700 would be recommended. How you get onto the approach is a different story, and I recommend having a look at the AIP.
If you think it's not as bad as to prevent you from continuing your flight, you squawk 7600 and follow the standard procedures (as they should also be detailed in the AIP). That means you follow the routing (if you had a shortcut issued, continue on the direct and join the routing there; if you were on a vector, join the routing as soon as practical), maintain your last cleared altitude for a defined lapse of time (7 minutes in Austria, should be the same about everywhere) and then climb straight through to cruise level. The 7 minutes start to run at the time you squawk 7600 or reach the last assigned altitude, whichever later.