A DNS leak is a problem for your privacy / anonymity, in which DNS queries (resolution of e.g. www.perfect-privacy.com to the IP address of the web server) go to your internet provider's DNS server instead of through the VPN Tunnel and the DNS servers used there. This may be the case when using OpenVPN Windows, and may be a serious problem, since not all the Internet traffic through the VPN goes.
some VPNVendors I've talked to are not even aware of this problem! Unfortunately that is the sad truth in this industry!
In my view, this problem has best Perfect-Privacy VPN currently solved. However, other providers are working to prevent this transparent for the users. I have written a few and will publish the results here soon.