OK, if you're using a physical IP, I'm guessing your WAN is setup with a Static address?
Does the current WAN->Interfaces IP address match what's in your OPenVPN client?
I notice another problem, if I connect at my server and try to PING in my Client, I can't, I lose all the packets, the same happens if I connect at the client, all PING packets are lost. (Yes, ICMP is enabled in both sides). My internet provider are the same in both sides.
But if I connect in another computer outside my network (My Personal Computer) I can ping in both sides (Client and Server).
Huh? I don't quite understand, are you trying to connect to your OpenVPN server from the LAN (inside your own network) side of your pfSense box?
That's not going to work properly using OpenVPN, and that's not what the VPN is for in the first place.
If you can connect from outside (using OpenVPN?) then what's the problem with your setup?
I'm getting confused as to what your problem is here.
Can you post a simple diagram explaining your setup and the problem you're trying to solve?