Attempting to install the ovpn .msi file, I get a message that I have "insufficient privileges," though, for better or worse, I always log on to Windows as Administrator. Any advice?
If you have previously installed the OpenVPN Client, try fully uninstalling first. The directory usually is locked down so only SYSTEM can modify it, not even Administrator.
Otherwise, I prefer the OpenVPN Community (open source) client available at https://openvpn.net/community-downloads/ (download the Windows Installer NSIS) package.