Well, I'd suggest using FrostyVPN, and setting it up is so quick and easy that you might think it's not being set up right.
First step, extract the folder FrostyVPN (or one of the others)
Second, run FrostyVPN.exe as administrator while connected to the Internet. (If you want to wait I will be posting a virus scan).
Now you will see the OpenVPN install itself, which is what's supposed to happen.
After that, you will see two computers in your OS toolbar next to where your Internet connection usually is, right click on those red computers and choose on of the servers!
Once done with a server, you must disconnect from it. Then you can go to another server if you'd like, or if you're done browsing the internet, you can exit out of the whole thing all together.
Now, you will see where OpenVPN uninstalls itself, which is very cool. (It installs and uninstalls every time)
Also, look for the .txt file. It has the instructions in there as well.
Peace and much ♥
http://pastebin.com/189upyex <--- there is a virus scan. sorry it took so long, I just had to pick my momma up from work.