The link above is no longer valid, do you have a mirror or could you point to a different website ?
I have the same issue,
"NOTE: OpenVPN 2.1 requires '--script-security 2' or higher to call user-defined scripts or executables"
And it's not clear to me, if this is a warning or error causing the VPN connection to fail.
I am running openvpn as root however the configuration file is in another directory, but I can't see this being a problem.