iodine on Windows
Latest release of iodine for Windows: http://code.kryo.se/iodine/iodine-0.7.0-windows.zip
Latest (unstable) snapshot from trunk is also available: http://code.kryo.se/iodine/iodine-latest-win32.zip
There is a Windows specific help file: README-win32.txt, which also tells how to install the OpenVPN TAP driver. There have been reports that iodine does not work with the new NDIS6 version of the driver (9.2x), so use the NDIS5 version if possible.
If you wish to try a windows port with GUI, you can try WIOD. It's an iodine client for Windows and Windows Mobile written in C#.
However, it is only compatible with the Iodine-0.4.2 Server. It's written by Tamateas Kostas as part of his diplomatic thesis.