Ping only works after Remote Desktop connection is made

Hi, i have a bit of a strange problem and i cant work out why.

I have a remote XP PC: 172.16.1.5 OpenVPN connection
with route added for 192.168.2.0/24 to go via the VPN

Now on the other end the network consists of:

I have a OpenVPN server inside the lan on 192.168.2.245
Its default gateway is 192.168.2.1

I have 3 Windows Servers, 192.168.2.246, 247 and 248. All gateways are
set to 192.168.2.1.

I have a ethernet router on the network, 192.168.2.1, it has a route
added for 192.168.0.0/16 to go via 192.168.2.245, and route added for
172.16.0.0/24 to go via 192.168.2.245 also).

The trouble is, i can remotely connect and ping to the OpenVPN router
fine and also the ethernet router, however when i ping any of the
Windows boxes it times out. But i can open up Remote Desktop and
connect to the windows box without problem, infact if i am running
'ping 192.168.2.246 -t' it will suddenly come alive but only after the
RDP connection is made.

Is this something funny with the routing? I want to keep the OpenVPN
server internal to the network and i appreciate it is hitting the
ethernet router then being passed to the OpenVPN but something is
weird as it fires up RDP fine but not ping. No firewalls are enabled
on any of the boxes. If i log into ssh on the OpenVPN router or
ethernet router i can ping from that to the windows boxes fine.

Its as if a ICMP redirect is issued, and all is well after the 1st
connection. Not too sure but could anyone be kind enough to enlighten
me?

Many thanks in advance,

Chris

Actually i think this may be an issue with the firewall, as the ping
request has entered the network via the OpenVPN server, it hits the
windows box. The windows box replies, but will go via the default
gateway, the default gateway sees the ping reply but as it has not
seen any ping request it drops the packet. I dont understand however
why the ping would work after the RDP connection is made, unless an
ICMP redirect has told the windows box not to bother using the default
gateway but instead to reply via the OpenVPN server? Sorry if this is
getting off windows topic, i thought it was the windows boxes
initially but not so sure now.

Thanks,

Chris