This error usually indicates that you have disabled the virtual network adapter used by the OpenVPN client software.
To re-enable it, please go into Control Panel > Network and Sharing Center, on the left you will see Change Adapter Settings or Manage Network Connections click on this. You will then see a list of all your configured network adapters.
Find the one that is called Local Area Connection XX, it will have a description of TAP-Win32 Adapter V9, it is probably disabled, in which case, right click on it and choose enable.
If you can't see a network matching that description then it could have been deleted. Try adding it again by clicking on Start > All Programs > OpenVPN > Utilities > Add a New Tap Virtual Ethernet Adapter and follow the instructions.
Give that a try and if you have any further problems, please send us an email to firstname.lastname@example.org and we will do our very best to assist you.