Add this to your config file
win-sys 'env'
By default OpenVPN takes system command from C:\Windows. I suppose that OpenVPN by default will not work on Windows 2000, because system folder is named WINNT. There must be raised a ticked to modify OpenVPN binaries to always take by default the path to system folder from environmental variable, then from start-up disk.
Starting with Windows 2000 the boot disk of the system may have any letter, even Z. The letter is defined when system is installed or later may be changed in a hard way. Althought, changing the boot disk letter may affect 3rd software which are not well designed.