Pippin wroteThere`s also <config>_up.bat that must be placed in the same directory as <config>.ovpn
<config> must match.
Runs when connection is established.
So every config can have it`s own <config>_up.bat
This seemed so easy that I tried it first.

When I doubleclick on the batch file, it works fine to make a sound all by itself.
C:\test_up.bat
When I doubleclick on the ovpn file, the OpenVPN Daemon (not the OpenVPN GUI) makes the connection just fine.
C:\test.ovpn
No error. No warning. No nothing.
It connects just fine.
But alas, no bell either.
I wonder if my
registry edits are causing this to not work?
From this:
"C:\path\to\openvpn.exe" --pause-exit --config "%1"

To this:
"C:\path\to\openvpn.exe" --config "%1"

and also adding this one additional line to each config:
--connect-retry-max 1

I wonder if the fact I don't use the OpenVPN GUI is the problem?
I'm using only the OpenVPN Daemon.
If there's only one config file, I doubleclick on it, and it opens in the OpenVPN Daemon (because I don't use the OpenVPN GUI for the reasons stated in
this explanation).
Most of the time there are scores of config files, so I just select them, right click, and say "open", which opens them all in the OpenVPN Daemon, and not in the OpenVPN GUI.
Are you using the daemon or the GUI?