In some rare cases it can happen that your IP dont change - EVEN when running OpenVPN properly as described above - in that case and only in that case, check your connection log (right click OpenVPN icon => "View Log") for a multiple loop of the following event:

Sat Nov 10 17:51:44 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:44 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:49 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:49 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:50 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:50 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:51 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:51 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:52 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:52 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:53 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:53 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:54 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:54 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:55 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:55 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:56 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:56 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:57 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:57 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:58 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:58 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:51:59 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:51:59 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:52:00 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:52:00 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:52:01 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:52:01 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:52:02 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:52:02 2012 Route: Waiting for TUN/TAP interface to come up...
Sat Nov 10 17:52:03 2012 TEST ROUTES: 0/0 succeeded len=1 ret=0 a=0 u/d=down
Sat Nov 10 17:52:03 2012 Route: Waiting for TUN/TAP interface to come up...

This is CPU/OS related only (has nothing to do with the VPN) and can as example occur on high CPU load, a clogged up system or random softwares causing it, basically said, many factors can play a role in this. A first attempt to resolve would be to either try a simple computer reboot, or to start off by opening taskmanager and closing all unneeded programs to lower the CPU load (close OpenVPN as well and try a simple restart of it). Additionally you can disable + enable the tap32 adapter in order to reset the adapter to solve it: 

1. In Windows click Start, and then click Control Panel.

2. In Control Panel, under Pick a Category, click Network and Internet Connections.

3. Once in Network and Internet Connections right click the "TAP-Win32 Adapter V9" adapter and disable and enable it again (this disable/enable task usually solves the interface problem too).

1. Another much more versatile and 100% solution is using Viscosity instead of OpenVPN. Viscosity is an alternative software which solves this problem quickly and efficient. (Viscosity comes in a free 30 days trial variant - but afterwards costs 9$ for license).

Download: http://www.sparklabs.com/viscosity/download/
Setup vid: http://www.youtube.com/watch?v=cStDlPsgqJ4

2. Yet another (and free of cost) alternative would be to simply use our L2TP/IPsec protocol, it works natively on windows without any requirement to install any 3rd party software: L2TP/IPsec