I succeded. In fact, Tunnelblick seemed very easy to setup, easier than windows.
The config.ovpn file
client
float
dev tap
proto udp
port 1194
remote <<YOUR SERVER IP HERE>>
resolv-retry infinite
nobind
persist-key
persist-tun
ca <<YOUR CERT HERE>>
auth-user-pass
pull
comp-lzo
You also need the certificate from the firewall. It's on
https://
<<SERVER IP>>:10443/cgi-bin/showca.cgi?type=pem
Copy it to the tunnelblick config directory
Also remember to correctly setup the rules on VPN firewall