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Download and install the latest Tunnelblick:
https://tunnelblick.net/downloads.html
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Click "Open" when warned that it was downloaded from the internet
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Click "Continue" on the Welcome window
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If you have a password set on your computer, you may need to enter it in order to continue
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Navigate to the ovpn file provided (e.g. yourName.something.ovpn) and drag on to Tunnelblick
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Click "Only Me" when asked whether you wish to install for all users
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You may need to enter the password for your Mac
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Click "Connect" and then you should be connected to the VPN