Ok maybe openvpn cant do the whole but this is how i was able to get around and get my solution.
Make an OpenVPN Server with SSL/TLS only (thus no username password needed) on pfSense
Export a client, with OpenVPN Manager
Install openvpn manager on a workstation.Leave it with its default settings.
Now I created a bat file and with the following line only :
"C:\Program Files\OpenVPN\OpenVPNManager\OpenVPNManager.exe" -connect "xx-xxx-xxxx-xxxxx-config (service)"
Named that file Openvpn start
Now go to schedule tasks in windows and created a task to run as someone with administrator access, hidden,with highest privilages. Selected to run during startup and thats it.
It might not be the best way to do it but it does work and i am able to authenticate with AD no problem.
Hope this might help someone else.
Thanks to phil.davis for his input but unfortunately that did not work for me even though I would love his way to work as that would have removed the bit of running that file with administrator access.
If anyone else has any other way, let me know.
I did not test this with wireless connection. Might not work on wireless.
Cheers,
Raj