Bueno, entonces no deberías tener problemas para hacerlo. De hecho, funciona a la perfección, tanto en clientes windows como linux.
Sin conocer a fondo tu configuración, te recomendaría que controles el log del cliente openVPN.
Debería ser algo similar a esto:
Thu Aug 23 09:46:20 2012 OpenVPN 2.2.0 Win32-MSVC++ [SSL] [LZO2] built on Apr 26 2011
Thu Aug 23 09:46:20 2012 WARNING: Make sure you understand the semantics of --tls-remote before using it (see the man page).
Thu Aug 23 09:46:20 2012 NOTE: OpenVPN 2.1 requires '--script-security 2' or higher to call user-defined scripts or executables
Thu Aug 23 09:46:20 2012 LZO compression initialized
...
Thu Aug 23 09:46:20 2012 UDPv4 link remote: IP:port
Thu Aug 23 09:46:20 2012 TLS: Initial packet from IP:port...
Thu Aug 23 09:46:21 2012 VERIFY OK: ...
Thu Aug 23 09:46:21 2012 VERIFY X509NAME OK: ...
Thu Aug 23 09:46:21 2012 VERIFY OK: ...
Thu Aug 23 09:46:21 2012 Data Channel Encrypt: Cipher ...
Thu Aug 23 09:46:21 2012 Data Channel Encrypt: Using ...
Thu Aug 23 09:46:21 2012 Data Channel Decrypt: Cipher ...
Thu Aug 23 09:46:21 2012 Data Channel Decrypt: Using ...
Thu Aug 23 09:46:21 2012 Control Channel: TLSv1, ...
Thu Aug 23 09:46:21 2012 [nombre de la vpn en Zentyal] Peer Connection Initiated with IP:port
Thu Aug 23 09:46:23 2012 SENT CONTROL [nombre de la vpn en Zentyal]: 'PUSH_REQUEST' (status=1)
Thu Aug 23 09:46:23 2012 PUSH: Received control message: 'PUSH_REPLY,route 192.168.0.0 255.255.255.0,route-gateway 192.168.160.1,ping 10,ping-restart 120,ifconfig 192.168.160.2 255.255.255.0'
Thu Aug 23 09:46:23 2012 OPTIONS IMPORT: timers and/or timeouts modified
Thu Aug 23 09:46:23 2012 OPTIONS IMPORT: --ifconfig/up options modified
Thu Aug 23 09:46:23 2012 OPTIONS IMPORT: route options modified
Thu Aug 23 09:46:23 2012 OPTIONS IMPORT: route-related options modified
Thu Aug 23 09:46:23 2012 ROUTE default_gateway= IP (IP del gateway del cliente)
Thu Aug 23 09:46:23 2012 TAP-WIN32 device [Conexión de área local 3] opened: \\.\Global\xxx.tap
Thu Aug 23 09:46:23 2012 TAP-Win32 Driver Version 9.8
Thu Aug 23 09:46:23 2012 TAP-Win32 MTU=1500
Thu Aug 23 09:46:23 2012 Notified TAP-Win32 driver to set a DHCP IP/netmask of 192.168.160.2/255.255.255.0 on interface {xxx} [DHCP-serv: 192.168.160.0, lease-time: 31536000]
Thu Aug 23 09:46:23 2012 Successful ARP Flush on interface [20] {xxx}
Thu Aug 23 09:46:28 2012 TEST ROUTES: 1/1 succeeded len=1 ret=1 a=0 u/d=up
Thu Aug 23 09:46:28 2012 C:\WINDOWS\system32\route.exe ADD 192.168.0.0 MASK 255.255.255.0 192.168.160.1
Thu Aug 23 09:46:28 2012 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=30 and dwForwardType=4
Thu Aug 23 09:46:28 2012 Route addition via IPAPI succeeded [adaptive]
Thu Aug 23 09:46:28 2012 Initialization Sequence Completed
Si no tenés un log como ese, con las adaptaciones de tu caso (algunas las incluí de acuerdo a lo que incluiste en tu post inicial), entonces el problema se debe, muy probablemente, a la forma en que se está ejecutando el cliente.
Saludos,
ASRIX