Check the system log, it will show you any error message preventing OpenVPN from starting.
Note that if you are coming from a version older than 372.30 then you must go to the OpenVPN Keys page, and click on Apply to re-encode the keys in a different internal format.
I'm trying to setup openvpn for the first time following the guide here for tomato. http://www.howtogeek.com/60774/connect-to-your-home-network-from-anywhere-with-openvpn-and-tomato/
However when trying to start I'm seeing the following errors in the log:
Jul 25 15:47:50 openvpn[501]: OpenVPN 2.3.0 mipsel-unknown-linux-gnu [SSL (OpenSSL)] [LZO] [EPOLL] [MH] [IPv6] built on Jul 24 2013
Jul 25 15:47:50 openvpn[501]: NOTE: when bridging your LAN adapter with the TAP adapter, note that the new bridge adapter will often take on its own IP address that is different from what the LAN adapter was previously set to
Jul 25 15:47:50 openvpn[501]: NOTE: OpenVPN 2.1 requires '--script-security 2' or higher to call user-defined scripts or executables
Jul 25 15:47:50 openvpn[501]: Cannot load DH parameters from dh.pem: error:0906D06C:lib(9):func(109):reason(108)
Jul 25 15:47:50 openvpn[501]: Exiting due to fatal error
Is this a bug or have I done something wrong?