Windows XP & Vista

Installing the TAP Network driver should not be a problem in windows XP provided you have administrator privileges. Execute with admin permissions.
You should ensure that only one instance of VPPPN is running at a time. Before running VPPPN you should click the windows setup icon .
If you have problems creating a TAP interface with the VPPPN client you can create one with openvpn tools and rename the interface to VPPPN_if_root.

Linux

Linux has TAP build into the kernel.
Old versions may not or may have an incompatible version which is currently not resolvable. Please request support for old versions if it is needed.

Windows 7

Meaning

This error usually indicates that is was not possible to install the TAP dirver on your system.

Cause

It is possible that the TAP interface did not install correctly due to an error in VPPPN, however this error is more often caused by the fact that Microsoft windows does not permit installing drivers with out singing the drivers. Signing the drivers means paying $3000 to MS for every bug fix, so will not be done in the near future, however there are workarounds.

Solution

The solution for TAP involves running Windows in a less secure mode. It is not possible to run Windows with third party drivers securely. First the UAC (User Access Control) must be disabled.
see this link for details
Then you must download and install a tool to override the driver security
Driver Signature Enforcement Overrider 1.3b
The the tap0901.sys driver should be signed, and the system rebooted.

Experimental interface

If you are unable to install the TAP interface using the VPPPN client or the openvpn installer there are experimental alternatives.
This is so experimental it has not even been tested, I don't have a Windows 7 box to test on, however it has been smoke tested on Vista.
It is possible to load virtual interfaces by other providers and use these with VPPPN. VMWare provide virtual network drivers that can be used, to set this up it is a little complicated since we can not include these drivers, they are not open source.
To setup the drivers you must download and install the VMWare software from vmware.com and install the virtual machine host, or "player". Once VMWare is setup you should see in the list of Network connections adapters called VMWARE or VMware2.
Once you have the virtual network adapters installed, open the VPPPN client and, before logging in, click "Select non-TAP interface" from the "Advanced" menu. Select the VMWare adapter from the list of found interfaces and click OK.
To return to using TAP, open the dialog and click "Cancel".
Do not make these changes while you are logged in, you have to restart the client for changes to take effect.
Other virtual interfaces may work too, (e.g. Cisco VPN interface), but the "Microsoft loop back Interface" does not. If you have any luck with other virtual interfaces get in touch. This interface is based on WinPcap which apparently supports Windows 7.
If you have a second physical network interface that is not connected to any networks you may also be able to use this.
If you try this interface on different virtual of physical NICs remember to unset the IP address after loading VPPPN. When VPPPN starts with one of the experimental interfaces defined it tries to set your IP address to this interface. Windows will not let you assign the same interface to two different NICs, and currently VPPPN does not unassign the IP when it shuts down.