the openvpn service will start all configuration files (*.ovpn) found in the directory
c:\program files\openvpn\config
(for 64bit:
c:\program files (x86)\openvpn\config
disconnect the VPN , stop the gui, then do a 'net start openvpnservice' - is the VPN active after that? if so, configure this service to be started at system startup time.