Mimiko You stated, that you didn't configure the config file. Who gave you the OpenVPN then? How did you get this OpenVPN client?
Bethery Yup, I didn't. A close friend of mine told me about OpenVPN and gave me this link to download http://openvpn.se/files/openvpn/ I think I got the latest one.
Mimiko The client of yours made custom OpenVPN client. Built it from linux sources in to exe file to run on Windows under cygwin. You will have to contact the friend, because it seems, that something was changed on OpenVPN server. You may try to redownload a newer version from that site. You have 2.0.9, there are already 2.0.16. May be this can help.