Hit Openvpn into Google search, download that client
Hit FreeVPN.me in Google search, go to that site, go to Accounts within that site and download the Certificate Bundle. Extract this bundle to a folder and then copy these files to the Openvpn client install folder, Config folder, located in C: Program Files. Run Openvpn client, right click on it via its tray icon and hit Connect. Just use the username and pass on the FreeVPN.me site when prompted.
Always open Openvpn client as administrator. Check your IP afterwards:
http://www.whatismyip.com/
If you haven't actually connected to a proxy, simply disconnect Openvpn & try again.