1) In order to install the Vista application it has to be run in compatibility mode.
2) After downloading openvpn installer right click on the file, select properties, select compatibility mode.
3) Select Windows Vista (Service Pack 1).
4) For privilege level select Run this program as administrator.
Now double click on the installation file and it will install the application properly.
To run the application with the correct privilege level do the following:
1) Now find the file openvpn-gui.exe that was just installed. Right click and select properties.
Now launch the GUI from the desktop and it will place the application in the system tray. Go to the system tray and right click, pick your connection and select connect.
A window will pop up asking for your user and password. Enter it and the VPN will connect. When the red icon turns green you are connected.