Install OpenVPN:

* CentOS:
o Setup RPMForge Repository

wget http://packages.sw.be/rpmforge-release/rpmforge-release-0.5.1-1.el5.rf.i386.rpm
 rpm -Uvh rpmforge-release*

o Install OpenVPN

yum install openvpn
 chkconfig openvpn off

then the configuration part more or less the same as others.
put in config into /etc/openvpn/

together with all the necessary files and cert.