You want to equip your remote Windows users with OpenVPN. How do you set up Windows as an OpenVPN client?
First of all, you need Windows 2000, 2003, or XP. Older versions of Windows won't work.
It's not all that different from running it on Linux. Download and install the Windows version of OpenVPN. You need Administrator rights to do this. Then, create the \Program Files\OpenVPN\keys directory, and copy over the client key to it.
Next, go to \Program Files\OpenVPN\sample-config\client.ovpn and edit it just like the Linux clients in Recipe 9.4 and Recipe 9.5. Save it as \Program Files\OpenVPN\config\client.ovpn. Then, right-click on the file icon, and click "Start OpenVPN on this config file." You can then drag it to the desktop, or copy it to your user's Desktop directories for their convenience.
Windows doesn't have the user or group nobody, so ignore those options in client.ovpn. You can control OpenVPN like any other service on the Services control panel, though you probably want users starting OpenVPN when they need it, and not leaving it running all the time.
man 8 openvpn
OpenVPN How-to: http://openvpn.net/howto.html