I noticed this post while looking for reviews and config files for Anonyproz and like to contribute, cause there is still something you need to know when using this vpn provider with openVPN.
When you have OpenVPN installed, you just need to install the config files. They are deeply buried into their knowledge base. You can find it here:
http://www.anonyproz.com/supportsuite/index.php?_m=knowledgebase&_a=viewarticle&kbarticleid=39&nav=0 It is a rar-file. Just put the contents into the config folder. Afterwards, connect using the "Client" configuration.
PS: Yes, there are a lot of ISP's , Wifi hotspots and hotels wifi's that block everything but port 80 and 443, thus defeating most VPN servers connectivity.