That doesn't completely uninstall Tunnelblick.
To proceed, you must "kill" the VPN that is connected. There's a button to do that in Tunnelblick, but you can't use that because you can't finish installing Tunnelblick (!).
To kill the VPN that is connected:
- Launch "Applications/Utilities/Activity Monitor".
- Click "View", then "All Processes".
- Find a process named "openvpn" in the list and click on it so it is selected.
- Click on the button at the top with an "X".
- Click on "Quit"
- Wait a few seconds to make sure the process named "openvpn" disappeared from the list.
- If the "openvpn" process is still on the list, repeat the above steps but in step 5 click on "Force Quit" instead of "Quit".
- If the process has disappeared from the list, try installing Tunnelblick again.