I didn't fix the problem after all. After rebooting the OpenVPN was knackered (tech term!) again. I think I am suffering from OpenVPN's "(in)famous XP SP2 + 3rd party firewall problem" -
http://openvpn.se/xpsp2_problem.html - whereby the OpenVPN works after installing but fails after a reboot. I will try later with a different software firewall. (I'm currently using Kerio).