Vista - Vista firewall blocks unblocked port

I installed OpenVPN on my notebook, but the Vista firewall keeps blocking it, even after I made an exception for this port in the firewall.

When I completely turn off the firewall, OpenVPN works fine, but I don't want to turn off my firewall for obvious reasons.

In the Settings for Windows Firewall dialog box:
1) In the advanced tab, I disabled the firewall for the OpenVPN connection.
2) In the Exceptions tab, I added an exception for UDP-port 1194.

I turned on logging of the Firewall and see this:

#Fields: date time action protocol src-ip dst-ip src-port dst-port size tcpflags tcpsyn tcpack tcpwin icmptype icmpcode info path
2009-06-15 12:11:52 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:11:54 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:11:56 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:11:58 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:12:00 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:12:02 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:12:04 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:12:04 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:12:06 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE
2009-06-15 12:12:08 DROP UDP 192.168.0.8 192.168.0.121 1194 49356 128 - - - - - - - RECEIVE

(192.168.0.8 is the gateway and 192.168.0.121 is the local machine).

In other words: Vista firewall still drops the incoming packets from UDP-port 1194!

Even when I have the firewall turned on and unblock all incoming connections, it still drops UDP-port 1194.

I searched the internet for an explanation, but couln't find it.

Does anyone have an idea? What else can I try?