Download OpenVPN from here: http://openvpn.net/index.php/open-source/downloads.html.

Install by double clicking the downloaded executable. Once installed, copy the files below to C:\Program Files (x86)\OpenVPN\config\.

http://abc.cs.ndsu.nodak.edu/vpn/ca.crt

http://abc.cs.ndsu.nodak.edu/vpn/client.ovpn