Meaning

This warning indicates that it is difficult to connect to other members of the network.
It does not mean it is impossible to connect, this message is a warning, however steps can be taken to make connecting easier. Particularly preventing this warning will help other computers on the network connect to you.

Cause

This is caused by the router settings, and is a farily normal configuration. Symetric NAT is a secure default setting that is not, in itself, a problem but, the router can be configured to allow VPPPN traffic to pass thorugh the router without problems.

You should follow this guide if you are familiar with your router configuration and want to make you network and connection to other computers on the network more reliable.

Solution

The best solution is to set up port forwarding in your router so that peers on the internet can always connect to the VPPPN port.
While the port will be accessible to the internet, only registered and authorised peers can connect; openvpn will prevent untrusted sources connecting.

To setup port forwarding you must change the router configuration.
First you must ensure you are assigned a static IP on the local network (LAN).
Then you must forward all traffic from the internet (WAN) for VPPPN to the static IP.

To setup a static IP you must tie your computers MAC address to the IP. The current IP address and the MAC address is shown in VPPN menu Network, Show local network config.

Routers will have different ways to configure but usually there is a web interface that can be accessed with a normal browser, such as firefox or internet explorer. Usually this can be accessed by typeing the following into the internet browser address bar.

http://192.168.0.1
or
http://192.168.1.1

To set up a static IP, look for the DHCP option and setup a static IP bound to the MAC address show in the network settings.
Once you have a static IP address on the local network you can set up port forwarding.
If you have not changed the default config you should forward port 1194 on the WAN to your static IP address at port 1194 on the LAN.

The port forwarding page has more details for setting up a home ASDL router