This was done on Windows 7. These same instructions should work for Windows Vista.
First install OpenVPN from the actual OpenVPN site here:http://openvpn.net/index.php/open-source/downloads.html You should use at least version 2.1.4. Do NOT install OpenVPN GUI from http://openvpn.se/ It contains an older version that does not work properly on Windows Vista or Windows 7.
Run the installer as Administrator.
You can copy all of the Tunnelblick OpenVPN files on your OS X in "~/Library/Application Support/Tunnelblick/Configurations/" to "C:\Program Files\OpenVPN\config\". Change the file extension of all "*.conf" files to ".ovpn" The OpenVPN Client GUI software scans for ".opvn" files.
Run the OpenVPN GUI as Administrator. Once connected, look in the log file and verify that you do not see the following line:
ROUTE: route addition failed using CreateIpForwardEntry: One or more arguments are not correct.
If you see this, you didn't install the version from openvpn.net or you didn't run the GUI as Administrator.
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