Hi,
I was having similar issues at one potin. Where my problem was is that i was copying the ta.key (The TLS key) that is generated when you create your tunnel on the server (pfbox) just using standard copy/paste. For some reason odd formatting was being added into the file and it would not work and would throw the error like you are getting because of an incorrect tls.
I suggest enableing SSH access on your PFbox and using SCP to copy the "server1.tls-auth" key to your client or to another box where you can put it on a jumpdrive then move it to your client.
Also, i would make sure in your "server mode" for your openVPN server that it is not set to "Remote Access (SSL/TLS + User Auth ) if you have not set up your client to use a username/password. Otherwise you will get this error as well.
If you do want to use the user auth.. Add this to the top of your client config and try it out. (It will pop-up a username/password box for you).
–auth-user-pass
If you are still having problems please post back with your config from your client and server and i will try to help you debug your settings.