This generally means a DNS error, however a routing conflict can lead to this as well:
Is your Internet connection running over Ethernet? Make sure no local firewall is blocking the tunnel establishment to the server.
Is the OpenVPN server online and reachable over its domain name? Ask your provider or network administrator.
Make sure your INSYS router’s DNS settings are correct and it is allowed to make DNS requests.
Have you configured 2 or more interfaces in the same IP range? Even if net2 and net3 are in the same IP range, the OpenVPN connection will not work, and you’ll receive this error message.