Ok,
I found this topic and realized that DSR 500N has no compression like the 250N also probably that is why the comp-lzo error was there, so I removed from the config file of the client the comp-lzo line, also I configured the openvpn server as the user Thiesy did.
https://forums.openvpn.net/topic11132.html
Also I wanted to test on a win7 32 bit using the keys that were already generated. The logfile changed as below. I tried to access the network behind the router but no change.
Tried to ping 192.168.125.7 but no response.
Also if I run a ipconfig under the tap adaptor I have no default gateway values.
Thanks,
Mircea
Thu Nov 21 16:48:07 2013 OpenVPN 2.3.2 i686-w64-mingw32 [SSL (OpenSSL)] [LZO] [PKCS11] [eurephia] [IPv6] built on Aug 22 2013
Thu Nov 21 16:48:09 2013 UDPv4 link local: [undef]
Thu Nov 21 16:48:09 2013 UDPv4 link remote: [AF_INET]remoteip:1194
Thu Nov 21 16:48:13 2013 [EVCAUD] Peer Connection Initiated with [AF_INET]remoteip:1194
Thu Nov 21 16:48:16 2013 do_ifconfig, tt->ipv6=0, tt->did_ifconfig_ipv6_setup=0
Thu Nov 21 16:48:16 2013 open_tun, tt->ipv6=0
Thu Nov 21 16:48:16 2013 TAP-WIN32 device [Local Area Connection 4] opened: \\.\Global\{641E7CA7-D45F-4ED4-B02F-61E3F5ADD96E}.tap
Thu Nov 21 16:48:16 2013 Notified TAP-Windows driver to set a DHCP IP/netmask of 192.168.201.6/255.255.255.252 on interface {641E7CA7-D45F-4ED4-B02F-61E3F5ADD96E} [DHCP-serv: 192.168.201.5, lease-time: 31536000]
Thu Nov 21 16:48:16 2013 Successful ARP Flush on interface [16] {641E7CA7-D45F-4ED4-B02F-61E3F5ADD96E}
Thu Nov 21 16:48:21 2013 Initialization Sequence Completed