When connecting via OpenVPN protocol, you might see the following line in the connection logs of the VPN client software:
W: WARNING: this configuration may cache passwords in memory -- use the auth-nocache option to prevent this

Please note that this is nothing to worry about. It gets displayed for everyone, so there's nothing wrong with your system.
The warning means that it would be theoretically possible that someone could steal your VPN password if he had access to your (virtual) memory.
That is true, but should a black-hat hacker have access to your RAM or pagefile already, your VPN password is the last thing you should worry about.
When connecting with *.ovpn files, you can just add the line "auth-nocache" to the config file of the server you want to connect to;
then the warning does not appear anymore.
Enforcing this option does not really improve your security, and it does not close security leaks.

Should you be worried that your VPN password got stolen, you can just:

Be aware that the default configuration for ActiVPN is to have this feature turned off, as it results in frequent prompting for the user name and password and is not necessary for most people. Enabling this option will force a password request every time the connection re-negotiates.

Get this VPN - Auth-nocache