OpenVPN works on Vista 
You just have to know how; see
Vista for details.
Also: "publish this file to the web"...is missing. Boo.
It appears to me that putty and rdesktop connections can drop (ie the app freezes) if left alone for some period of time. Putty connections appear to be more robust through OpenVPN, but since I've only been using that for the last six hours I can't say definitively.