Setting up your VPN connection with OpenVPN-gui
1. Download the latest OpenVPN-gui from http://openvpn.se/development.html and double-click to install.

2. Answer yes to the defaults all the way through and finish.
If your administrator provided you with an explodable zip executable, with the correct paths, just double-click the file and accept the default location of c:\. Then close out of the winzip program.
If you have a regular zip file of the keys, go ahead and explode it.
It doesn't matter how you received your key files, just make sure they are in the c:\program files\openvpn\config directory when you are finished.
That's it. Now you will see a icon in the bottom right corner of your desktop.
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5. The icon will turn green when connected and return to red when disconnected.