Windows OpenVPN Gui (not the OpenVPN Connect client) cannot install or uninstall, the process gets stuck on the step relating to adding, modifying or removing the PATH variable and has to be killed with task manager.
The uninstaller is not functorial and cannot complete on its own, presumably as a result of a Windows update. The easiest way to remove the application is to download the portable version of Revo uninstaller (http://www.revouninstaller.com/download-free-portable.php) and use it to remove the application. It is not perfect but it removes most of the components.
To install the app, uncheck the Install OpenVPN to PATH option and the installer will complete successfully. This means that you cannot call OpenVPN command line applications without giving their full path but at least the application installs and works.