Tunnel bear isn't anonymity enough from what I read, please correct if me I wrong, AFAIK tunnel bear has bandwith limited with the free version, Security kiss is good, they also has bandwith limited 300mb per day, well that's enough if you only use it for surfing internet (not streaming videos on youtube etc)
As for me, my favorite is Vpnbook, been using it for daily use since 6 months ago, they had no limit and good speed.
Zenmate is good, but I face the same problem like Koroke San did, spotflux is also good, that's my secondary vpn for daily use if vpnbook server down. Okayfreedom free version has bandwith limit too, and cannot be considered use it for daily use
And for anyone that faced slow down internet while using VPN, try using any internet accelerator software, like Ashampoo internet optimizer, here is the link for giveaway not sure if still exist. Credits belongs to Boramurdar, Thanks!!
http://malwaretips.com/threads/ashampoo-20-software-products-for-free.18538/
Regarding from my experience, I always using VPN for browsing, my internet being slow, and when I try Ashampoo internet accelerator from the link above, it's really worked. Now I almost cannot feel the difference between using VPN or not, it almost no impact, perhaps anyone can try it if you want. And since VPN installing a new adapter on windows, ashampoo internet accelerator detect it, just optimize it, don't forget to reboot and done
As for OP, if you have problem with open vpn software, on desktop right click the program, choose properties. On Compatibility tab, tick/check "Run this program as administrator", also when install it, instead of double click it, right click the installler and run as administrator, regarding from my experience, your problem (Error creating HKLM\SOFTWARE\OpenVPN-GUI Key) it was due the previous version isn't uninstalled properly and there is some file left on your machine. Take a note even this is your first installation with open vpn, there are many vpn service out there that using open vpn software too, I forgot which one it is.
Solution : Either you reinstall the program and make sure there is nothing left, once it's done, you need to reboot, and make sure you reboot, there is no shortcut here
then install it again using method that Boramurdar posted.
And IF you still face any problem, try Vpn book PPTP service.
Just in case you interested :
First open
http://www.vpnbook.com/ and choose PPTP
Then open control panel --> Network and internet --> Network and sharing centre
Under "Change your network setting" choose set up a new connection or network
On the next window choose Connect to a workplace
Next, choose "No, create a new connection" if prompted
Next choose Use my internet connection
Now go the page, and copy the server address, as for this example I choose europe server
Once you copy the server address, go to control panel again, and paste the address at the column, remember to tick/chek "Remember my crudentials" then choose Create
Wait a couple seconds, once it's done, click on your computer icon on the bottom right corner, you will see there is a new connection.
Connect now and insert the username and the password (both are on the website)
Once done, check your IP address, and voila!
PS : This method also works for every VPN PPTP connection