BigFish47 wroteThe problem seems to have something to do with Malwarebytes. I uninstalled Malwarebytes and then tried to install OpenVPN and it went right through.
You're right. MalwareBytes has now fixed this problem in their latest release 2.0.2 (released on May 20th, 2014)
"Compatibility issues with certain VPN client software fixed"
https://www.malwarebytes.org/support/releasehistory/