OpenVPN.net provides a client for Windows. You can download it here.
Some users may have trouble connecting to the link above. Please use this link if you have any problems.
Note: You may need to download the .NET Framework 3.5 SP1 prior to installing the application.
Login to the client portal and navigate to 'Your Account' > 'View Connection Details'. Click 'Download the certificates'. Be sure to note your username! (you'll need it later)
Select to open the zip file after downloaded
Drag the files onto your desktop (or other location). Make sure to remember the location as you'll need it later!
Execute the OpenVPN application as the Windows Administrator.
Accept the dialog that alerts that the program is allowed to make changes to your computer.
A dialog box should open that looks like the above picture. Expand the 'Connection Profiles' dialog by selecting the '+' sign.
Select the 'Local file' radio button from the dialog box and select 'Import'.
Navigate to the directory that contains the contents of the zip file, and select the file ending in '.ovpn'. Click 'Open'.
Ensure that the 'Completely trust this profile' checkbox is marked. Click 'Save'.
You will see the new profile now within the application. Click the profile to connect.
Lastly, enter your username (the one you wrote down in step #2!) and password (the same password you use to login to the client portal)
You'll know everything went OK when the OpenVPN client displays a window that looks similar to the above picture. Feel free to minimize the window while you surf the Internet. Any and all traffic will automatically flow through the tunnel! If you'd like to verify, visit GeoIPTool.com