I just installed OpenVPN on Windows 8 and found that everything looked to be in order, the software ran (as administrator) and appeared to connect with a delay and a number of errors in the log. The result being that the VPN connection wasn’t working properly.
It looks like OpenVPN requires the “Network Connections” service to be running. Simply change this service from manual to automatic (so you don’t have to do this again) and start it. OpenVPN should then connect correctly with no warnings.
