If you're unsure, right-click the file, select Properties, Details, and you should see it's copyrighted 'OpenVPN Project' and originally called OpenVPN.exe. Why does this matter?

The malicious content of the OpenVPN file can then lead to tampering with the VPN service, information disclosure, and hijacking through arbitrary commands.

Trying to figure out how to install a VPN on your router? Read our step-by-step guide to help you get started.