The problem is that
windows doesn't use DNS to resolve hostnames to IPs (well, it uses DNS too, but it's messy). It uses some other protocol called NETBIOS NETBEUI or something.
Or it could be that your DNS isn't set up with the hostname of the server.
If you
don't want to set up the servers in your DNS (as you should), you need to tell the windows machine about the WINS server:
push "dhcp-option WINS 11.111.111.12" # add your own WINS server here
Some howto on Samba as WINS server (you only need one in your whole organization):
http://www.smallnetbuilder.com/security/security-howto/30353-how-to-set-up-a-site-to-site-vpn-with-openvpn?start=4
