Kali 2016-1 , kali kernel 4.4 , dist-upgrade of today
this will work with no errors and perfectly. I had all the same errors you probably had.
1- Open terminal and type: apt-get -y install network-manager-openvpn network-manager-openvpn-gnome
From now is almost the same as the video: https://www.youtube.com/watch?v=dvznrKPRkrw
2- create a folder in desktop, /Desktop/vpn //can be any name in any dir, but will change the instructions below.
3- download this file https://ctf365.com/vpn/cert.tgz and extract the 4 files inside to /Desktop/vpn folder
4- download the 2 other files in your ctf365 account called ctf365.conf and user-pass.txt and copy both to /Desktop/vpn
5- now go to Settings -> Network -> + -> VPN -> Import from file -> /Desktop -> /vpn -> ctf365.conf -> Open
6- leave this window open and go to /Desktop/vpn and open the user-pass.txt , copy the user name and password to their places in the Add Network Connection window. Click Add.
Now is ready to connect, turn this on and wait to confirm is connected.
after this your internet will not work because you are connected to the VPN
let's go to the second phase and test it.
Open terminal and type: ping 10.195.2.3
it must get answer
now type: nmap -sS 10.195.2.3
you will also get response in the screen, a few ports.
you are ready to continue the first hacking tutorial video from CTF365.