This tutorial is for those who've purchased an account with Private Internet Access to hide your VPN and would like to set it up in Kali. Please note, you can chose to run your PIA service from your Windows computer without configuring it in linux as long as you'll be using a NAT connection. Using a NAT connection will allow your Windows machine and Kali Virtual Machine to use the same IP address, hence if your IP is hidden on one, it will be hidden on the other.
This requires you to have your username and password for your PIA account handy.
Before proceeding, navigate to /usr/share/openvpn and list it's contents 'ls'. This is all that should be there: 'verify.cn' (sorry can't upload any screen shots at the moment)
Download openvpn.zip from the following link: https://www.privateinternetaccess.com/openvpn/openvpn.zip
I'm going to confirm my file was downloaded and make a new directory to unzip the contents of the download into:
you should see 'openvpn.zip'
Unzip zip file:
Downloads# unzip openvpn.zip
From Downloads# cd /openvpn
Downloads/openvpn# openvpn --config
Physically open your 'openvpn' folder and drag the appropriate 'opvn' file into your terminal and drop it in after the '--config' command.
It will prompt you to enter your username and then password. Enter these and the connection will establish. To make sure, run 'ifconfig' from the terminal to confirm 'tun()' has been created. Then visit http://whatsmyip.com" to confirm your IP address has successfully changed.