Say you are running 64 bit Windows, and you install OpenVPN, and someone gives you a script that keeps failing. You can't figure it out. I will post an example, and show you the issue I was having.

##############################################
# Sample client-side OpenVPN 2.0 config file #
# for connecting to multi-client server. #
# #
# This configuration can be used by multiple #
# clients, however each client should have #
# its own cert and key files. #
# #
# On Windows, you might want to rename this #
# file so it has a .ovpn extension #
##############################################

client
dev tap
proto udp
remote vpn.example.com 1194
resolv-retry infinite
nobind
persist-key
persist-tun
remote-cert-tls server

pkcs12 "C:\\Program Files\\OpenVPN\\config\\foo.pfx"

reneg-sec 0
comp-lzo
verb 3
mute 20
#####

Ok, Heres where the problem lies.
pkcs12 "C:\\Program Files\\OpenVPN\\config\\foo.pfx"

Needs to be changed to

pkcs12 "C:\\Program Files (x86)\\OpenVPN\\config\\foo.pfx"

The (x86) makes all the difference in the world.