Hi,
as far as I understand the problem, DSR-500N includes no PKI function, hence you have to build your own PKI that generates the certificates needed to import to DSR-500N for OpenVPN.
Open Source OpenVPN provides such PKI function which you could use, see
here. I tested this description with Windows 7 installing
openvpn-2.2.2-install.exe and could successfully create all needed private keys and certificates for a CA, the server and clients.
One possible pitfall is worth to be mentioned: With Windows 7 x64, when editing file
vars.bat, you have to change the line
set HOME=%ProgramFiles%\OpenVPN\easy-rsato
set HOME=%ProgramFiles(x86)%\OpenVPN\easy-rsaAnd you have to run the windows command shell as administrator, otherwise the scripts you call won't work.
PT