Have you rebooted after uninstalling ESET?
With OpenVPN installed go to Start > All Programs > OpenVPN > Utilities > Delete ALL TAP-32 virtual Ethernet adapters (do it as administrator).
Reboot. While rebooting, press F8 during the boot sequence which'll open up the Advanced Boot Options list, and choose Disable Driver Signature Enforcement.
Go back to the directory, and click Install a new TAP virtual adapter (Remember to run this as admin) and try again.