Open ports not working.

I have the follow problemn.

I have one application on my computer called OpenVpn, and that is a client for one one external server,

it uses the port 1194.. when i try to connect this external server.. it just cant...
stay into
Trying to connect. to ip xxx.xxx.xxx.xxx:1194..

things i already have done..

Create rules on, port forward.
Bypass rules,
Filter rules, (forward and input)
NAT rules..

and nothing happen.

by the way... creating a rule on forward filter like this "iptables -f filter -I FORWARD -j ACCEPT -m mac --mac XX:XX:XX:XX:XX, dont work... that should free all my actions ports, and etc...